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fa-cloudsmith"></i><span> 点模式数据</span></a></li><li><a class="site-page child" href="/categories/GeoAI/%E7%A9%BA%E9%97%B4%E8%B4%9D%E5%8F%B6%E6%96%AF%E6%96%B9%E6%B3%95/"><i class="fa-fw fa-solid fa-cube"></i><span> 空间贝叶斯方法</span></a></li><li><a class="site-page child" href="/categories/GeoAI/%E7%A9%BA%E9%97%B4%E5%8F%98%E7%B3%BB%E6%95%B0%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fa-solid fa-ghost"></i><span> 空间变系数模型</span></a></li><li><a class="site-page child" href="/categories/GeoAI/%E7%A9%BA%E9%97%B4%E7%BB%9F%E8%AE%A1%E6%B7%B1%E5%BA%A6%E5%AD%A6%E4%B9%A0/"><i class="fa-fw fa-brands fa-deezer"></i><span> 空间统计深度学习</span></a></li><li><a class="site-page child" href="/categories/GeoAI/%E6%97%B6%E7%A9%BA%E7%BB%9F%E8%AE%A1%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fas fa-atlas"></i><span> 时空统计模型</span></a></li><li><a class="site-page child" href="/categories/GeoAI/%E5%A4%A7%E6%95%B0%E6%8D%AE%E4%B8%93%E9%A2%98/"><i class="fa-fw fa fa-anchor"></i><span> 大数据专题</span></a></li><li><a class="site-page child" href="/categories/GeoAI/GeoAI/"><i class="fa-fw fa-brands fa-codepen"></i><span> GeoAI</span></a></li></ul></div><div class="menus_item"><a class="site-page group hide" href="javascript:void(0);"><i class="fa-fw fas fa-database"></i><span> 基础</span><i class="fas fa-chevron-down"></i></a><ul class="menus_item_child"><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E9%AB%98%E7%AD%89%E6%95%B0%E5%AD%A6/"><i class="fa-fw fa-solid fa-chart-area"></i><span> 高等数学</span></a></li><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E6%A6%82%E7%8E%87%E4%B8%8E%E7%BB%9F%E8%AE%A1/"><i class="fa-fw fa-brands fa-deezer"></i><span> 概率与统计</span></a></li><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E7%BA%BF%E4%BB%A3%E4%B8%8E%E7%9F%A9%E9%98%B5%E8%AE%BA/"><i class="fa-fw fa-brands fa-cloudsmith"></i><span> 线代与矩阵论</span></a></li><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E6%9C%80%E4%BC%98%E5%8C%96%E7%90%86%E8%AE%BA/"><i class="fa-fw fa-brands fa-codepen"></i><span> 最优化理论</span></a></li><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E4%BF%A1%E6%81%AF%E8%AE%BA/"><i class="fa-fw fa-solid fa-cube"></i><span> 信息论</span></a></li><li><a class="site-page child" href="/categories/%E6%9C%BA%E5%99%A8%E5%AD%A6%E4%B9%A0%E6%A8%A1%E5%9E%8B/%E6%A6%82%E8%A7%88/"><i class="fa-fw fa-solid fa-ghost"></i><span> 机器学习</span></a></li><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E7%9F%A5%E8%AF%86%E5%9B%BE%E8%B0%B1/"><i class="fa-fw fa-solid fa-globe"></i><span> 知识图谱</span></a></li><li><a class="site-page child" href="/categories/%E5%9F%BA%E7%A1%80%E7%90%86%E8%AE%BA%E7%9F%A5%E8%AF%86/%E8%87%AA%E7%84%B6%E8%AF%AD%E8%A8%80%E5%A4%84%E7%90%86/"><i class="fa-fw fa-solid 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href="https://xishansnow.github.io/ElementsOfStatisticalLearning/index.html"><i class="fa-fw fa-solid  fa-book-atlas"></i><span> 《统计学习精要（ESL）》</span></a></li><li><a class="site-page child" href="https://xishansnow.github.io/spatialSTAT_CN/index.html"><i class="fa-fw fa-solid  fa-layer-group"></i><span> 《空间统计学》</span></a></li><li><a class="site-page child" target="_blank" rel="noopener" href="https://otexts.com/fppcn/index.html"><i class="fa-fw fa-solid  fa-cloud-sun-rain"></i><span> 《预测：方法与实践》</span></a></li><li><a class="site-page child" href="https://xishansnow.github.io/MLAPP/index.html"><i class="fa-fw fa-solid  fa-robot"></i><span> 《机器学习的概率视角（MLAPP）》</span></a></li></ul></div><div class="menus_item"><a class="site-page group hide" href="javascript:void(0);"><i class="fa-fw fas fa-compass"></i><span> 索引</span><i class="fas fa-chevron-down"></i></a><ul class="menus_item_child"><li><a class="site-page child" href="/archives/"><i class="fa-fw fa-solid fa-timeline"></i><span> 时间索引</span></a></li><li><a class="site-page child" href="/tags/"><i class="fa-fw fas fa-tags"></i><span> 标签索引</span></a></li><li><a class="site-page child" href="/categories/"><i class="fa-fw fas fa-folder-open"></i><span> 分类索引</span></a></li></ul></div><div class="menus_item"><a class="site-page group hide" href="javascript:void(0);"><i class="fa-fw fas fa-link"></i><span> 其他</span><i class="fas fa-chevron-down"></i></a><ul class="menus_item_child"><li><a class="site-page child" href="/link/food/"><i class="fa-fw fas fa-utensils"></i><span> 美食博主</span></a></li><li><a class="site-page child" href="/link/photography"><i class="fa-fw fas fa-camera"></i><span> 摄影大神</span></a></li><li><a class="site-page child" href="/link/paper/"><i class="fa-fw fas fa-book-open"></i><span> 学术工具</span></a></li><li><a class="site-page child" href="/gallery/"><i class="fa-fw fas fa-images"></i><span> 摄影作品</span></a></li><li><a class="site-page child" href="/about/"><i class="fa-fw fas fa-heart"></i><span> 关于</span></a></li></ul></div></div></div></div><div class="post" id="body-wrap"><header class="post-bg" id="page-header" style="background-image: url('/img/003.png')"><nav id="nav"><span id="blog_name"><a id="site-name" href="/">西山晴雪的知识笔记</a></span><div id="menus"><div id="search-button"><a class="site-page social-icon search"><i class="fas fa-search fa-fw"></i><span> 搜索</span></a></div><div class="menus_items"><div class="menus_item"><a class="site-page" href="/"><i class="fa-fw fas fa-home"></i><span> 主页</span></a></div><div class="menus_item"><a class="site-page group hide" href="javascript:void(0);"><i class="fa-fw fas fa-atom"></i><span> 预测</span><i class="fas fa-chevron-down"></i></a><ul class="menus_item_child"><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E6%A6%82%E8%A7%88/"><i class="fa-fw fa-solid fa-hands-holding"></i><span> 概览</span></a></li><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E5%B9%BF%E4%B9%89%E7%BA%BF%E6%80%A7%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fas fa-atom"></i><span> 广义线性模型</span></a></li><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E9%9D%9E%E5%8F%82%E6%95%B0%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fas fa-cogs"></i><span> 传统非参数模型</span></a></li><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E9%AB%98%E6%96%AF%E8%BF%87%E7%A8%8B/"><i class="fa-fw fas fa-school"></i><span> 高斯过程</span></a></li><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E7%A5%9E%E7%BB%8F%E7%BD%91%E7%BB%9C/"><i class="fa-fw fas fa-layer-group"></i><span> 神经网络</span></a></li><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E6%A8%A1%E5%9E%8B%E9%80%89%E6%8B%A9%E4%B8%8E%E5%B9%B3%E5%9D%87/"><i class="fa-fw fa-brands fa-cloudsmith"></i><span> 模型选择与平均</span></a></li><li><a class="site-page child" href="/categories/%E9%A2%84%E6%B5%8B%E4%BB%BB%E5%8A%A1/%E5%B0%8F%E6%A0%B7%E6%9C%AC%E5%AD%A6%E4%B9%A0/"><i class="fa-fw fa-solid fa-globe"></i><span> 小样本学习</span></a></li></ul></div><div class="menus_item"><a class="site-page group hide" href="javascript:void(0);"><i class="fa-fw fas fa-file-export"></i><span> 生成</span><i class="fas fa-chevron-down"></i></a><ul class="menus_item_child"><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E6%A6%82%E8%A7%88/"><i class="fa-fw fa-solid fa-hands-holding"></i><span> 概览</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E4%BC%A0%E7%BB%9F%E6%A6%82%E7%8E%87%E5%9B%BE%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fa-brands fa-cloudsmith"></i><span> 传统概率图模型</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E7%8E%BB%E5%B0%94%E5%85%B9%E6%9B%BC%E6%9C%BA/"><i class="fa-fw fa-solid fa-deezer"></i><span> 玻耳兹曼机</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E5%8F%98%E5%88%86%E8%87%AA%E7%BC%96%E7%A0%81%E5%99%A8/"><i class="fa-fw fa-brands fa-cloudsmith"></i><span> 变分自编码器</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E8%87%AA%E5%9B%9E%E5%BD%92%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fa-brands fa-codepen"></i><span> 自回归模型</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E5%BD%92%E4%B8%80%E5%8C%96%E6%B5%81/"><i class="fa-fw fa-solid fa-cube"></i><span> 归一化流</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E6%89%A9%E6%95%A3%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fa-solid fa-ghost"></i><span> 扩散模型</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E8%83%BD%E9%87%8F%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fa-solid fa-gas-pump"></i><span> 能量模型</span></a></li><li><a class="site-page child" href="/categories/%E7%94%9F%E6%88%90%E4%BB%BB%E5%8A%A1/%E7%94%9F%E6%88%90%E5%BC%8F%E5%AF%B9%E6%8A%97%E7%BD%91%E7%BB%9C/"><i class="fa-fw fa-solid fa-globe"></i><span> 生成式对抗网络</span></a></li></ul></div><div class="menus_item"><a class="site-page group hide" href="javascript:void(0);"><i class="fa-fw fas fa-magnet"></i><span> 挖掘</span><i class="fas fa-chevron-down"></i></a><ul class="menus_item_child"><li><a class="site-page child" href="/categories/%E5%8F%91%E7%8E%B0%E4%BB%BB%E5%8A%A1/%E6%A6%82%E8%A7%88/"><i class="fa-fw fa-solid fa-hands-holding"></i><span> 概览</span></a></li><li><a class="site-page child" href="/categories/%E5%8F%91%E7%8E%B0%E4%BB%BB%E5%8A%A1/%E9%9A%90%E5%9B%A0%E5%AD%90%E6%A8%A1%E5%9E%8B/"><i class="fa-fw fa-solid fa-chart-area"></i><span> 隐因子模型</span></a></li><li><a class="site-page child" href="/categories/%E5%8F%91%E7%8E%B0%E4%BB%BB%E5%8A%A1/%E7%8A%B6%E6%80%81%E7%A9%BA%E9%97%B4%E6%A8%A1%E5%9E%8B/"><i class="fa-fw 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<link rel="stylesheet" type="text/css" href="https://cdn.jsdelivr.net/hint.css/2.4.1/hint.min.css"><p>〖摘 要〗 虽然空间变系数 (SVC) 建模在应用科学中很流行，但其计算负担很大。如果考虑空间变系数的多尺度属性，则尤其如此。鉴于此背景，本研究开发了一种基于 Moran 特征向量的空间变系数 (M-SVC) 建模方法，可有效地估计多尺度空间变系数模型。该估计通过 (1) 秩降低、(2) 预压缩和 (3) 顺序似然最大化来加速。步骤 (1) 和 (2) 从似然函数中消除样本大小 N；在这些步骤之后，似然最大化成本与 N 无关。步骤 (3) 进一步加速似然最大化，因此即使空间变系数的数量 K 很大，也可以估计多尺度空间变系数模型。通过蒙特卡罗模拟实验将 M-SVC 方法与地理加权回归 (GWR) 进行比较。这些模拟结果表明，当 N 很大时，本文方法比地理加权回归快得多，尽管数值估计了 2K 个参数，而地理加权回归仅数值估计了 1 个参数。然后，将所提出的方法应用于土地价格分析作为说明。开发的空间变系数估计方法在 R 包 “spmoran” 中实现</p>
<p>〖原 文〗 Murakami, D. and Griffith, D.A. (2019) ‘Spatially varying coefficient modeling for large datasets: Eliminating N from spatial regressions’, Spatial Statistics, 30, pp. 39–64. Available at: <a target="_blank" rel="noopener" href="https://doi.org/10.1016/j.spasta.2019.02.003">https://doi.org/10.1016/j.spasta.2019.02.003</a>.</p>
<h2 id="1-导言">1. 导言</h2>
<p>在地统计学（例如，Cressie，1993 <sup class="refplus-num"><a href="#ref-Cressie1993">[8]</a></sup>）和空间计量经济学（例如，LeSage 和 Pace，2009<sup class="refplus-num"><a href="#ref-LeSage2009">[36]</a></sup>）中提出的空间统计方法，通常需要计算复杂度为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><msup><mi>N</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}(N^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 的密集协方差矩阵的逆，其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 是样本量。这些方法不适用于大样本。</p>
<p>为了克服这一局限性，大空间数据建模得到了迅速发展。</p>
<p>地统计学家主要针对空间插值问题研究大数据建模。稀疏方法和低秩方法是其中的典型代表（参见 Heaton 等 2017 年的评论<sup class="refplus-num"><a href="#ref-Heaton2017">[32]</a></sup>）：</p>
<ul>
<li>稀疏方法包括
<ul>
<li>协方差锥化（Furrer 等，2006 年<sup class="refplus-num"><a href="#ref-Furrer2006">[20]</a></sup>）</li>
<li>使用随机偏微分方程（Lindgren 等，2011 年 <sup class="refplus-num"><a href="#ref-Lindgren2011">[38]</a></sup>）</li>
<li>最近邻高斯过程（Datta 等，2016 年<sup class="refplus-num"><a href="#ref-Datta2016">[10]</a></sup>）</li>
</ul>
</li>
<li>低秩方法包括
<ul>
<li>固定秩克里金法（Cressie 和 Johannesson，2008 年<sup class="refplus-num"><a href="#ref-Cressie2008">[9]</a></sup>）</li>
<li>预测过程建模（Banerjee 等，2008 年<sup class="refplus-num"><a href="#ref-Banerjee2008">[3]</a></sup>）</li>
<li>多分辨率近似（Nychka 等，2015 年<sup class="refplus-num"><a href="#ref-Nychka2015">[49]</a></sup>）。</li>
</ul>
</li>
</ul>
<p>空间计量学家主要针对存在空间依赖性的回归问题研究大数据建模。例如：</p>
<ul>
<li>基于多项式的近似（Smirnov 和 Anselin，2001 <sup class="refplus-num"><a href="#ref-Smirnov2001">[53]</a></sup>；Griffith，2004 <sup class="refplus-num"><a href="#ref-Griffith2004">[26]</a></sup>）</li>
<li>复合似然近似（Arbia，2014 <sup class="refplus-num"><a href="#ref-Arbia2014">[2]</a></sup>）</li>
<li>其他似然近似（例如，LeSage 和 Pace，2007 <sup class="refplus-num"><a href="#ref-LeSage2007">[35]</a></sup>）。</li>
<li>Burden 等 (2015) <sup class="refplus-num"><a href="#ref-Burden2015">[5]</a></sup> 提出了一种低秩方法。</li>
<li>空间两阶段最小二乘法（Kelejian 和 Prucha，1998 <sup class="refplus-num"><a href="#ref-Kelejian1998">[34]</a></sup>）被认为是一种计算效率高的方法。</li>
</ul>
<p>虽然空间依赖性和空间异质性是空间数据的两个普遍性质（Tobler, 1970 <sup class="refplus-num"><a href="#ref-Tobler1970">[56]</a></sup>; Goodchild, 2004 <sup class="refplus-num"><a href="#ref-Goodchild2004">[23]</a></sup>; Anselin, 2010 <sup class="refplus-num"><a href="#ref-Anselin2010">[1]</a></sup>），但之前的这些研究都更关注前者，却忽视了后者。尽管如此，空间异质性对进行恰当地空间数据建模至关重要（参见 Fotheringham 等，2002 <sup class="refplus-num"><a href="#ref-Fotheringham2002">[18]</a></sup>；Geniaux 和 Martinetti，2018 <sup class="refplus-num"><a href="#ref-Geniaux2018">[22]</a></sup>；Debarsy 和 Yang，2018 <sup class="refplus-num"><a href="#ref-Debarsy2018">[11]</a></sup>）。</p>
<p>鉴于此背景，本研究重点关注空间变系数 (SVC) 建模，这是空间异质性建模的代表性方法。大量研究面向空间变系数建模（ 见 <code>第 2 节</code>）。最近，Fotheringham 等 (2017)<sup class="refplus-num"><a href="#ref-Fotheringham2017">[19]</a></sup> 和 Murakami 等 (2018)<sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup> 揭示了考虑空间变系数的多尺度特性，在准确估计它们时的重要性；例如，第一个空间变系数可能具有比其他空间变系数更大比例的地图模式。然而， <strong>如果考虑多尺度性质，计算成本会进一步迅速增加，不仅取决于 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span>，还取决于空间变系数的数量，如何在计算上高效估计多尺度空间变系数尚不明确</strong>。</p>
<p>本研究的目的正是针对此局限性。具体来说，我们开发了一种方法，通过扩展 Moran 的特征向量空间过滤方法（Griffith 2003 <sup class="refplus-num"><a href="#ref-Griffith2003">[25]</a></sup>；Murakami 等，2017 年 <sup class="refplus-num"><a href="#ref-Murakami2017">[45]</a></sup>），能够以计算有效的方式估计多尺度空间变系数模型。</p>
<p>随后的部分组织如下。</p>
<ul>
<li><code>第 2 节</code> 简要回顾现有空间变系数建模方法，并比较了其计算特性。</li>
<li><code>第 3 节</code> 介绍了我们的空间变系数模型。</li>
<li><code>第 4 节</code> 开发了一种快速空间变系数估计方法。</li>
<li><code>第 5 节</code> 将所提出方法的计算时间与现有方法进行比较。</li>
<li><code>第 6 节</code> 介绍了一个实证应用。</li>
<li><code>第 7 节</code> 总结了我们的讨论。</li>
</ul>
<h2 id="2-SVC-建模方法">2. SVC 建模方法</h2>
<p>假设响应变量 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">y(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 在分布在研究区域 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>D</mi><mo>⊂</mo><msup><mi mathvariant="double-struck">R</mi><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">D ⊂ \mathbb{R}^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7224em;vertical-align:-0.0391em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">D</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">⊂</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span> 中的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 个样本点 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo>∣</mo><mi>i</mi><mo>∈</mo><mo stretchy="false">{</mo><mn>1</mn><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi>N</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\mathbf{s}_i \mid i \in  \{1,\ldots ,N\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6986em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">}</span></span></span></span> 处被采样。线性空间变系数模型的公式如下：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd class="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi>y</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>K</mi></munderover><msub><mi>x</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>+</mo><mi>ε</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd class="mtr-glue"></mtd><mtd class="mml-eqn-num"></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mi>ε</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo><mo>=</mo><mn>0</mn></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi mathvariant="double-struck">V</mi><mi>a</mi><mi>r</mi><mo stretchy="false">[</mo><mi>ε</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo stretchy="false">]</mo><mo>=</mo><msup><mi>σ</mi><mn>2</mn></msup></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
&amp;y(\mathbf{s}_i) = \sum^K_{k=1} x_k(\mathbf{s}_i) \beta_k(\mathbf{s}_i) + \varepsilon(\mathbf{s}_i) \tag{1}\\
&amp;\mathbb{E}[\varepsilon(\mathbf{s}_i)] = 0\\
&amp;\mathbb{V}ar[\varepsilon(\mathbf{s}_i)] = \sigma^2
\end{align*}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.4546em;vertical-align:-2.9773em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4773em;"><span style="top:-5.4773em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"></span></span><span style="top:-3.0352em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"></span></span><span style="top:-1.5111em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9773em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4773em;"><span style="top:-5.4773em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">ε</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-3.0352em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord mathnormal">ε</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">0</span></span></span><span style="top:-1.5111em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mord mathbb">V</span><span class="mord mathnormal">a</span><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="mopen">[</span><span class="mord mathnormal">ε</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9773em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4773em;"><span style="top:-5.4773em;"><span class="pstrut" style="height:3.8283em;"></span><span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">1</span></span><span class="mord">)</span></span></span></span><span style="top:-3.0352em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span><span style="top:-1.5111em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9773em;"><span></span></span></span></span></span></span></span></span></p>
<p>其中，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>x</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">x_k(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 表示第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 个解释变量，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\beta_k(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 表示第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 个变系数，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi>σ</mi><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">\sigma^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span> 为方差参数。空间变系数建模旨在估计和推断 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\beta_k(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>。</p>
<p><strong>（1）地理加权回归</strong></p>
<p>地理加权回归 (GWR; Brunsdon 等, 1996 <sup class="refplus-num"><a href="#ref-Brunsdon1996">[6]</a></sup>) 是空间变系数建模的代表性方法。地理加权回归通过为附近样本分配比远处测点 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{s}_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 的样本更多的权重来估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\beta_k(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>。估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">β</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mo stretchy="false">[</mo><msub><mi>β</mi><mn>1</mn></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{\beta}(\mathbf{s}_i) = [\beta_1(\mathbf{s}_i), \ldots, \beta_k(\mathbf{s}_i)]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> 由下式给出（其中 <code>T</code> 表示转置算子）：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mover accent="true"><mi mathvariant="bold-italic">β</mi><mo>^</mo></mover><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mo stretchy="false">[</mo><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mi mathvariant="bold">G</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mi mathvariant="bold">X</mi><msup><mo stretchy="false">]</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mi mathvariant="bold">G</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo><mi mathvariant="bold">y</mi></mrow><annotation encoding="application/x-tex">\hat{\boldsymbol{\beta}}(\mathbf{s}_i) = [\mathbf{X}^T \mathbf{G}(\mathbf{s}_i)\mathbf{X}]^{-1} \mathbf{X}^T \mathbf{G}(\mathbf{s}_i) \mathbf{y}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2079em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1413em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf">G</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathbf">X</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf">G</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">X</mi></mrow><annotation encoding="application/x-tex">\mathbf{X}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">X</span></span></span></span> 是解释变量的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>K</mi></mrow><annotation encoding="application/x-tex">N × K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 矩阵，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">y</mi></mrow><annotation encoding="application/x-tex">\mathbf{y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span> 是响应变量的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">N × 1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> 向量，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">G</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathbf{G}(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">G</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>N</mi></mrow><annotation encoding="application/x-tex">N × N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 对角矩阵，其第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>j</mi></mrow><annotation encoding="application/x-tex">j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.854em;vertical-align:-0.1944em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span></span></span></span> 个元素 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>g</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">g(\mathbf{s}_i, \mathbf{s}_j)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 表示分配到第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>j</mi></mrow><annotation encoding="application/x-tex">j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.854em;vertical-align:-0.1944em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span></span></span></span> 个样本的权重。<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>g</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">g(\mathbf{s}_i, \mathbf{s}_j)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 由距离衰减核给出。例如，Wheeler 和 Calder (2007) <sup class="refplus-num"><a href="#ref-Wheeler2007">[58]</a></sup> 以及 Wheeler 和 Waller (2009) <sup class="refplus-num"><a href="#ref-Wheeler2009">[60]</a></sup> 使用指数核 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>g</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">(</mo><mo>−</mo><mi>d</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo><mi mathvariant="normal">/</mi><mi>b</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">g(\mathbf{s}_i, \mathbf{s}_j) = \exp(−d(\mathbf{s}_i, \mathbf{s}_j)/b)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mop">exp</span><span class="mopen">(</span><span class="mord">−</span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord">/</span><span class="mord mathnormal">b</span><span class="mclose">)</span></span></span></span>，其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>b</mi></mrow><annotation encoding="application/x-tex">b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">b</span></span></span></span> 是确定尺度的带宽变系数；当 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>b</mi></mrow><annotation encoding="application/x-tex">b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">b</span></span></span></span> 大时，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><mi mathvariant="bold-italic">β</mi><mo>^</mo></mover><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\hat{\boldsymbol{\beta}}(\mathbf{s}_i)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2079em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 为大尺度地图模式，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>b</mi></mrow><annotation encoding="application/x-tex">b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">b</span></span></span></span> 小时为小尺度地图模式。通过最小化修正后的 Akaike 信息准则 (AIC) 或最小化交叉验证 (CV) 的预测误差，我们可以估计带宽 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>b</mi></mrow><annotation encoding="application/x-tex">b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">b</span></span></span></span>。地理加权回归已广泛应用于环境研究（例如，Harris 等，2010a <sup class="refplus-num"><a href="#ref-Harris2010a">[30]</a></sup>；Dong 等，2018 <sup class="refplus-num"><a href="#ref-Dong2018">[12]</a></sup>）、犯罪学（例如，Cahill 和 Mulligan，2007 <sup class="refplus-num"><a href="#ref-Cahill2007">[7]</a></sup>）、流行病学（例如，Nakaya 等，2005 <sup class="refplus-num"><a href="#ref-Nakaya2005">[48]</a></sup>），以及许多其他领域。</p>
<p>单一带宽隐含地强加了一个强有力的假设，即所有空间变系数具有相同的空间变化尺度。但是，一些系数可能比其他系数具有更大的尺度模式。为了考虑这种多尺度属性，Yang (2014) <sup class="refplus-num"><a href="#ref-Yang2014">[61]</a></sup>和 Fotheringham 等（2017）<sup class="refplus-num"><a href="#ref-Fotheringham2017">[19]</a></sup> 提出了灵活带宽地理加权回归（FB-GWR，也称为多尺度地理加权回归），它用空间变系数特定带宽 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">b_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 代替了常见的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>b</mi></mrow><annotation encoding="application/x-tex">b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">b</span></span></span></span>。多尺度地理加权回归通过反向拟合算法估算，该算法顺序迭代每个 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">b_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 的 AIC 最大化（或 CV）直到收敛。最近，Lu 等 (2018)<sup class="refplus-num"><a href="#ref-Lu2018">[41]</a></sup> 提出了一种计算效率高的多尺度地理加权回归模型估计算法，计算时间减少了 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>60</mn><mi mathvariant="normal">%</mi></mrow><annotation encoding="application/x-tex">60\%</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8056em;vertical-align:-0.0556em;"></span><span class="mord">60%</span></span></span></span> 以上。但是，原始多尺度地理加权回归即便在 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>≤</mo><mn>5</mn><mo separator="true">,</mo><mn>000</mn></mrow><annotation encoding="application/x-tex">N ≤ 5,000</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8193em;vertical-align:-0.136em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8389em;vertical-align:-0.1944em;"></span><span class="mord">5</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">000</span></span></span></span> 时也很慢，因此对于更大的样本量可能需要更快的算法。</p>
<p><strong>（2）贝叶斯空间变系数模型</strong></p>
<p><code>贝叶斯空间变系数模型（ B-SVC ） </code> 提供了另一种可用方法，参见 Gelfand 等，2003 年<sup class="refplus-num"><a href="#ref-Gelfand2003">[21]</a></sup>。该模型假设第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 个空间变系数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">β</mi><mi>k</mi></msub><mo>=</mo><mo stretchy="false">[</mo><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mn>1</mn></msub><mo stretchy="false">)</mo><mtext>，</mtext><mo>…</mo><mo separator="true">,</mo><msub><mi>β</mi><mi>k</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>N</mi></msub><mo stretchy="false">)</mo><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{\beta}_k = [\beta_k(\mathbf{s}_1)，\ldots, \beta_k(\mathbf{s}_N)]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9386em;vertical-align:-0.2441em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord cjk_fallback">，</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> 服从以下多元高斯过程：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><msub><mi>β</mi><mi>k</mi></msub><mo>∼</mo><mi mathvariant="script">N</mi><mo stretchy="false">(</mo><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn><mo separator="true">,</mo><msub><mi>τ</mi><mi>k</mi></msub><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><msub><mi>r</mi><mi>k</mi></msub><mo stretchy="false">)</mo><mo stretchy="false">)</mo></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(3)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\beta_k \sim \mathcal{N}(b_k \mathbf{1}, \tau_k \mathbf{C}(r_k))  \tag{3}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.14736em;">N</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">))</span></span><span class="tag"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">3</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">b_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>、<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>τ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\tau_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>  和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>r</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">r_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 是参数，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn mathvariant="bold">1</mn></mrow><annotation encoding="application/x-tex">\mathbf{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord mathbf">1</span></span></span></span>  是一个 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">N × 1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> 向量。 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><msub><mi>r</mi><mi>k</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathbf{C}(r_k)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 是一个 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>N</mi></mrow><annotation encoding="application/x-tex">N × N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 相关矩阵，其第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi>i</mi><mo separator="true">,</mo><mi>j</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(i, j)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathnormal">i</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span><span class="mclose">)</span></span></span></span> 个元素 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>c</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><msub><mi>r</mi><mi>k</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">c_{ij}(r_k)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal">c</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 由距离衰减核给出，以捕获空间相关性，例如指数核 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>c</mi><mrow><mi>i</mi><mi>j</mi></mrow></msub><mo stretchy="false">(</mo><msub><mi>r</mi><mi>k</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mi>exp</mi><mo>⁡</mo><mo stretchy="false">[</mo><mo>−</mo><mi>d</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo><mi mathvariant="normal">/</mi><msub><mi>r</mi><mi>k</mi></msub><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">c_{ij}(r_k) =\exp[-d(\mathbf{s}_i, \mathbf{s}_j)/r_k]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal">c</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">ij</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mop">exp</span><span class="mopen">[</span><span class="mord">−</span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord">/</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span></span></span></span>，其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d(\mathbf{s}_i, \mathbf{s}_j)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 是测点 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{s}_i</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{s}_j</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7305em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span> 之间的欧氏距离。<code>式 (1)</code> 和 <code>式 (2)</code> 的贝叶斯空间变系数模型通过马尔可夫链蒙特卡罗 (MCMC) 技术估计。 Wheeler 和 Waller (2009)<sup class="refplus-num"><a href="#ref-Wheeler2009">[60]</a></sup>，以及 Finley 等 (2011a)<sup class="refplus-num"><a href="#ref-Finley2011a">[16]</a></sup> 将贝叶斯空间变系数建模与地理加权回归进行了比较，并展示了贝叶斯空间变系数方法的稳健性。</p>
<p>不幸的是，当 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 和/或 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 很大时，贝叶斯空间变系数建模的计算成本令人失望（Finley 等，2011a <sup class="refplus-num"><a href="#ref-Finley2011a">[16]</a></sup>）。因为 MCMC 模拟需要在每次迭代中求密集矩阵 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><msub><mi>r</mi><mn>1</mn></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><msub><mi>r</mi><mi>k</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathbf{C}(r_1),\ldots, \mathbf{C}(r_k)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 的逆。为了减轻这种成本，Finley 等 (2011b)<sup class="refplus-num"><a href="#ref-Finley2011b">[17]</a></sup> 对贝叶斯空间变系数模型应用了降阶。然而，当 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>=</mo><mn>8</mn><mo separator="true">,</mo><mn>774</mn></mrow><annotation encoding="application/x-tex">N = 8,774</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8389em;vertical-align:-0.1944em;"></span><span class="mord">8</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">774</span></span></span></span> 、<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi><mo>=</mo><mn>5</mn></mrow><annotation encoding="application/x-tex">K = 5</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">5</span></span></span></span> 时，其 MCMC 模拟具有 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>50</mn><mo separator="true">,</mo><mn>000</mn></mrow><annotation encoding="application/x-tex">50,000</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8389em;vertical-align:-0.1944em;"></span><span class="mord">50</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">000</span></span></span></span> 次迭代，仍然需要大约 72 小时。在实际工作中，即便更大的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> ，如果能够在几分钟内完成工作仍然大家愿意看到的。</p>
<p><strong>（3）莫兰特征向量空间滤波法</strong></p>
<p><code>Moran 特征向量空间变系数(M-SVC)</code> 建模方法（Griffith，2008）<sup class="refplus-num"><a href="#ref-Griffith2008">[27]</a></sup> 是 <code>Moran 特征向量空间滤波方法</code> 的扩展（参见 Griffith 2003 <sup class="refplus-num"><a href="#ref-Griffith2003">[25]</a></sup>；Griffith 和 Chun，2014 <sup class="refplus-num"><a href="#ref-Griffith2014">[29]</a></sup>），为多尺度空间变系数建模提供了第三种选择。虽然 Helbich 和 Griffith（2016 年）<sup class="refplus-num"><a href="#ref-Helbich2016">[33]</a></sup> 以及 Oshan 和 Fotheringham（2018 年）<sup class="refplus-num"><a href="#ref-Oshan2018">[50]</a></sup> 提到了这种方法的不稳定性，但 Murakami 等 (2017) <sup class="refplus-num"><a href="#ref-Murakami2017">[45]</a></sup> 将其扩展为近似贝叶斯空间变系数模型，Murakami 等 (2017 <sup class="refplus-num"><a href="#ref-Murakami2017">[45]</a></sup>; 2018 <sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup>) 通过蒙特卡罗实验证明了其估计准确性。</p>
<p>与贝叶斯空间变系数建模方法不同，该空间滤波方法不需要 MCMC 迭代，但当 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 很大时仍然很慢，因为它需要特征分解（复杂度为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><msup><mi>N</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}(N^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> ）和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>2</mn><mi>K</mi></mrow><annotation encoding="application/x-tex">2K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">2</span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 个参数的数值估计。</p>
<p>综上所述，如何在计算上有效地估计多尺度空间变系数仍然难以捉摸。但鉴于变系数模型的适用领域非常广泛且方法很流行，因此 <strong>不依赖高性能计算环境实现快速计算</strong> 仍然是大众所需的。</p>
<h2 id="3-莫兰特征向量空间变系数-M-SVC-建模">3  莫兰特征向量空间变系数(M-SVC) 建模</h2>
<h3 id="3-1-模型">3.1 模型</h3>
<p>该方法基于 Moran 系数（MC；Moran，1950 年）<sup class="refplus-num"><a href="#ref-Moran1950">[42]</a></sup>，它是空间依赖性的诊断统计量。<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">y</mi><mo>=</mo><mo stretchy="false">[</mo><mi>y</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mn>1</mn></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi>y</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>N</mi></msub><mo stretchy="false">)</mo><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\mathbf{y} = [y(\mathbf{s}_1), \ldots, y(\mathbf{s}_N)]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> 的莫兰系数形式化为：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mi>M</mi><mi>C</mi><mo stretchy="false">[</mo><mi mathvariant="bold">y</mi><mo stretchy="false">]</mo><mo>=</mo><mfrac><mi>N</mi><mrow><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="bold">C</mi><mn mathvariant="bold">1</mn></mrow></mfrac><mo>⋅</mo><mfrac><mrow><msup><mi mathvariant="bold">y</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo><mi mathvariant="bold">y</mi></mrow><mrow><msup><mi mathvariant="bold">y</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo><mi mathvariant="bold">y</mi></mrow></mfrac></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(4)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">MC[\mathbf{y}] = \frac{N}{\mathbf{1}^T \mathbf{C} \mathbf{1}} \cdot \frac{\mathbf{y}^T (\mathbf{I} − \mathbf{1}\mathbf{1}^T/N) \mathbf{C}(\mathbf{I} − \mathbf{1}\mathbf{1}^T /N)\mathbf{y}}{ \mathbf{y}^T (\mathbf{I} − \mathbf{1}\mathbf{1}^T /N)\mathbf{y}} \tag{4}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">MC</span><span class="mopen">[</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.0463em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3603em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7673em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf">C1</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.4543em;vertical-align:-0.936em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5183em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7673em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7673em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.936em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span><span class="tag"><span class="strut" style="height:2.4543em;vertical-align:-0.936em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">4</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">C</mi></mrow><annotation encoding="application/x-tex">\mathbf{C}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">C</span></span></span></span> 是对角线为零的对称空间邻接矩阵，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\mathbf{I} − \mathbf{1}\mathbf{1}^T/N)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span></span></span></span> 是实现居中化的矩阵。如果 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mn>1</mn></msub><mo stretchy="false">)</mo><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi>y</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>N</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">y(\mathbf{s}_1), \ldots, y(\mathbf{s}_N)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 空间正相关时，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>M</mi><mi>C</mi><mo stretchy="false">[</mo><mi mathvariant="bold">y</mi><mo stretchy="false">]</mo><mo>&gt;</mo><mo>−</mo><mfrac><mn>1</mn><mrow><mi>N</mi><mo>−</mo><mn>1</mn></mrow></mfrac></mrow><annotation encoding="application/x-tex">MC[\mathbf{y}] &gt; −\frac{ 1 }{N−1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">MC</span><span class="mopen">[</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2484em;vertical-align:-0.4033em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8451em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4033em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span>，如果它们负相关，则 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>M</mi><mi>C</mi><mo stretchy="false">[</mo><mi mathvariant="bold">y</mi><mo stretchy="false">]</mo><mo>&lt;</mo><mo>−</mo><mfrac><mn>1</mn><mrow><mi>N</mi><mo>−</mo><mn>1</mn></mrow></mfrac></mrow><annotation encoding="application/x-tex">MC[\mathbf{y}] &lt; − \frac{1}{N−1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">MC</span><span class="mopen">[</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2484em;vertical-align:-0.4033em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8451em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4033em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span> (Griffith, 2003)<sup class="refplus-num"><a href="#ref-Griffith2003">[25]</a></sup>。可见邻接矩阵 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">C</mi></mrow><annotation encoding="application/x-tex">\mathbf{C}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">C</span></span></span></span> 对莫兰系数影响非常大。根据 Dray 等(2006) <sup class="refplus-num"><a href="#ref-Dray2006">[13]</a></sup> 以及 Murakami 和 Griffith (2015) <sup class="refplus-num"><a href="#ref-Murakami2015">[44]</a></sup>，我们可以采用如下方法定义矩阵 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">C</mi></mrow><annotation encoding="application/x-tex">\mathbf{C}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">C</span></span></span></span>：其第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi>i</mi><mo separator="true">,</mo><mi>j</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(i, j)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathnormal">i</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span><span class="mclose">)</span></span></span></span> 个元素为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>exp</mi><mo>⁡</mo><mo stretchy="false">(</mo><mo>−</mo><mi>d</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">s</mi><mi>i</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">s</mi><mi>j</mi></msub><mo stretchy="false">)</mo><mi mathvariant="normal">/</mi><mi>r</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\exp(−d(\mathbf{s}_i, \mathbf{s}_j)/r)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mop">exp</span><span class="mopen">(</span><span class="mord">−</span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.02778em;">r</span><span class="mclose">)</span></span></span></span>，其中变程参数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>r</mi></mrow><annotation encoding="application/x-tex">r</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">r</span></span></span></span> 由所有样本点连接（或样本点对）之间的最小生成树中那个最大距离给出。与传统方法不同，本文中变程 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>r</mi></mrow><annotation encoding="application/x-tex">r</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">r</span></span></span></span> 并不固定，我们引入了另一个参数来控制空间依赖性的 “尺度/变程” 比。这种替换是快速计算所必需的。</p>
<p>假设矩阵 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\mathbf{I} − \mathbf{1}\mathbf{1}^T/N) \mathbf{C}(\mathbf{I} − \mathbf{1}\mathbf{1}^T /N)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span></span></span></span> 的特征值为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">λ</mi><mo>=</mo><msub><mi>λ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi>λ</mi><mi>N</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\lambda}=\lambda_1,\ldots,\lambda_N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">λ</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> ，相应的特征向量为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">e</mi><mo>=</mo><msub><mi mathvariant="bold">e</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">e</mi><mi>N</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{e}=\mathbf{e}_1,\ldots,\mathbf{e}_N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord mathbf">e</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathbf">e</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">e</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，令 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">E</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi mathvariant="bold">e</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">e</mi><mi>L</mi></msub><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\mathbf{E} = [\mathbf{e}_1,  \ldots , \mathbf{e}_L]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">E</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathbf">e</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">e</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span></span></span></span> 是由其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo stretchy="false">(</mo><mo>&lt;</mo><mi>N</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">L (&lt; N)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">L</span><span class="mopen">(</span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span></span></span></span> 个特征向量构成的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>L</mi></mrow><annotation encoding="application/x-tex">N × L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 矩阵，而 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Λ</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{\Lambda}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span></span></span> 是对角元素由相应的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 个特征值组成的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo>×</mo><mi>L</mi></mrow><annotation encoding="application/x-tex">L \times L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 对角矩阵。那么下面的等式成立：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>M</mi><mi>C</mi><mo stretchy="false">[</mo><msub><mi mathvariant="bold">e</mi><mi>l</mi></msub><mo stretchy="false">]</mo><mo>=</mo><mfrac><mi>N</mi><mrow><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="bold">C</mi><mn mathvariant="bold">1</mn></mrow></mfrac><msub><mi>λ</mi><mi>l</mi></msub></mrow><annotation encoding="application/x-tex">MC[\mathbf{e}_l] = \frac{N}{\mathbf{1}^T\mathbf{C} \mathbf{1}}λ_l
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">MC</span><span class="mopen">[</span><span class="mord"><span class="mord mathbf">e</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.0463em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3603em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7673em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf">C1</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.01968em;">l</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></p>
<p>这意味着: <strong>较大的正特征值对应的特征向量解释了较强的空间依赖性，而负空间依赖性则相反</strong>。也就是说， <strong>特征向量提供了潜在空间依赖性的正交映射模式描述</strong>，其每一个量级都可以由莫兰系数值索引（Griffith，2003 年<sup class="refplus-num"><a href="#ref-Griffith2003">[25]</a></sup>；Tiefelsdorf 和 Griffith，2007 年 <sup class="refplus-num"><a href="#ref-Tiefelsdorf2007">[55]</a></sup>）。在现有空间变系数研究（例如，Fotheringham 等，2002 年<sup class="refplus-num"><a href="#ref-Fotheringham2002">[18]</a></sup>）中，一般都隐含地假设了正空间依赖性（现实世界中负空间依赖性比较少见，一般出现在两个区域之间存在某种竞争的情况），因此本研究仅使用了其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 个正特征值对应的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi mathvariant="bold">E</mi><mo separator="true">,</mo><mi mathvariant="bold">Λ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\mathbf{E}, \boldsymbol{\Lambda})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathbf">E</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="mclose">)</span></span></span></span> 特征对。</p>
<p>Murakami 等 (2017) 的 M-SVC 模型指定如下：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd class="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold">y</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi>b</mi><mn>1</mn></msub><mn mathvariant="bold">1</mn><mo>+</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>2</mn></mrow><mi>K</mi></munderover><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub><mo>∘</mo><msub><mi mathvariant="bold-italic">β</mi><mi>k</mi></msub><mo>+</mo><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mn>1</mn></msub><mo>+</mo><mi mathvariant="bold-italic">ε</mi></mrow></mstyle></mtd><mtd class="mtr-glue"></mtd><mtd class="mml-eqn-num"></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">γ</mi><mn>1</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi mathvariant="script">N</mi><mo stretchy="false">(</mo><mn>0</mn><mo separator="true">,</mo><msubsup><mi>τ</mi><mn>1</mn><mn>2</mn></msubsup><msup><mi mathvariant="bold">Λ</mi><msub><mi>α</mi><mn>1</mn></msub></msup><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi>ε</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi mathvariant="script">N</mi><mo stretchy="false">(</mo><mn>0</mn><mo separator="true">,</mo><msup><mi>σ</mi><mn>2</mn></msup><mi>I</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
\mathbf{y} &amp;= b_1 \mathbf{1} + \sum^K_{k=2}{\mathbf{x}_k} \circ \boldsymbol{\beta}_k + \mathbf{E} \boldsymbol{\gamma}_1 + \boldsymbol{\varepsilon} \tag{5}\\
\boldsymbol{\gamma}_1 &amp;\sim \mathcal{N}(0, τ_1^2 \boldsymbol{\Lambda}^{α_1})\\
\varepsilon &amp;\sim \mathcal{N}(0, \sigma^2I)
\end{align*}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.4787em;vertical-align:-2.9893em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4893em;"><span style="top:-5.4893em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span><span style="top:-3.0231em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.207em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span><span style="top:-1.499em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord mathnormal">ε</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9893em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4893em;"><span style="top:-5.4893em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">2</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.207em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span></span><span style="top:-3.0231em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathcal" style="margin-right:0.14736em;">N</span><span class="mopen">(</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7404em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:-0.0037em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-1.499em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathcal" style="margin-right:0.14736em;">N</span><span class="mopen">(</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.07847em;">I</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9893em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4893em;"><span style="top:-5.4893em;"><span class="pstrut" style="height:3.8283em;"></span><span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">5</span></span><span class="mord">)</span></span></span></span><span style="top:-3.0231em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span><span style="top:-1.499em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9893em;"><span></span></span></span></span></span></span></span></span></p>
<p>其中 “<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo>∘</mo></mrow><annotation encoding="application/x-tex">\circ</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4445em;"></span><span class="mord">∘</span></span></span></span>” 表示列乘积运算符，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">y</mi></mrow><annotation encoding="application/x-tex">\mathbf{y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span> 是响应变量的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">N × 1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> 向量，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{x}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>  是第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 个协变量的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">N × 1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> 向量。 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mn>1</mn></msub></mrow><annotation encoding="application/x-tex">\mathbf{E} \boldsymbol{\gamma}_1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.207em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 是捕获残差空间依赖性的项。 Murakami 和 Griffith (2018)<sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup> 表明，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo>=</mo><mn>200</mn></mrow><annotation encoding="application/x-tex">L = 200</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">200</span></span></span></span> 的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mn>1</mn></msub></mrow><annotation encoding="application/x-tex">\mathbf{E} \boldsymbol{\gamma}_1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.207em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 项可以大大降低残差的空间依赖性（意即可以捕获大部分残差的空间依赖性）。</p>
<p>第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 个变系数可以参数化如下：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><msub><mi mathvariant="bold-italic">β</mi><mi>k</mi></msub><mo>=</mo><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn><mo>+</mo><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub><mo separator="true">,</mo><mtext> </mtext><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub><mo>∼</mo><mi mathvariant="script">N</mi><mo stretchy="false">(</mo><mn>0</mn><mo separator="true">,</mo><msubsup><mi>τ</mi><mi>k</mi><mn>2</mn></msubsup><msup><mi mathvariant="bold">Λ</mi><msub><mi>α</mi><mi>k</mi></msub></msup><mo stretchy="false">)</mo></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(6)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\boldsymbol{\beta}_k = b_k \mathbf{1} + \mathbf{E} \boldsymbol{\gamma}_k,\, \boldsymbol{\gamma}_k \sim \mathcal{N}(0, \tau_k^2 \boldsymbol{\Lambda}^{α_k}) \tag{6}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9386em;vertical-align:-0.2441em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.14736em;">N</span><span class="mopen">(</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7404em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:-0.0037em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span><span class="tag"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">6</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">b_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 是一个系数。空间变系数由常数项 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn></mrow><annotation encoding="application/x-tex">b_k \mathbf{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span></span></span></span> 和空间变化项 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{E} \boldsymbol{\gamma}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 组成。<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{E} \boldsymbol{\gamma}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 项具有以下性质：</p>
<ul>
<li><strong>性质（1）</strong>：可以根据莫兰系数进行解释；</li>
<li><strong>性质（2）</strong>：特征向量均值为零。</li>
</ul>
<p><code>性质(1)</code> 对于准确建模空间依赖性的变化很重要，而 <code>性质(2)</code> 能使均值项 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn></mrow><annotation encoding="application/x-tex">b_k \mathbf{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span></span></span></span> 与变化项 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{E} \boldsymbol{\gamma}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 之间可识别（参见 Gelfand 等，2003 年 <sup class="refplus-num"><a href="#ref-Gelfand2003">[21]</a></sup>）。</p>
<p>向量 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\gamma}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6886em;vertical-align:-0.2441em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 中包含受收缩参数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi>τ</mi><mi>k</mi><mn>2</mn></msubsup></mrow><annotation encoding="application/x-tex">\tau_k^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0972em;vertical-align:-0.2831em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.4169em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831em;"><span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>α</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">α_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 控制的随机系数。</p>
<ul>
<li>参数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi>τ</mi><mi>k</mi><mn>2</mn></msubsup></mrow><annotation encoding="application/x-tex">\tau_k^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0972em;vertical-align:-0.2831em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-2.4169em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831em;"><span></span></span></span></span></span></span></span></span></span> 控制空间变系数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">β</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\beta}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9386em;vertical-align:-0.2441em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 的方差</li>
<li>参数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>α</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\alpha_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 控制空间尺度
<ul>
<li>较大的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>α</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\alpha_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 值会收缩具有小特征值的次要特征对上的系数，由此产生具有大尺度映射模式的空间变系数。</li>
<li>较小的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>α</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\alpha_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 则相反。</li>
</ul>
</li>
</ul>
<p>采用变化的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.0037em;">α</span></span></span></span> 值可以极大地加速模型估计，同时保持估计尺度的灵活性。 Murakami 和 Griffith (2018)<sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup> 表明，当估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>α</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\alpha_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 而不是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>r</mi></mrow><annotation encoding="application/x-tex">r</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">r</span></span></span></span> 时，所产生的估计误差非常小。</p>
<p>给定 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">x</mi><mn>1</mn></msub><mo>=</mo><mn mathvariant="bold">1</mn></mrow><annotation encoding="application/x-tex">\mathbf{x}_1 = \mathbf{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord mathbf">1</span></span></span></span> 和  <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn></msub><mo>=</mo><mo stretchy="false">(</mo><msub><mi mathvariant="bold">x</mi><mn>1</mn></msub><mo>∘</mo><mi mathvariant="bold">E</mi><mo stretchy="false">)</mo><mo>=</mo><mi mathvariant="bold">E</mi></mrow><annotation encoding="application/x-tex">\widetilde{\mathbf{E}}_1 = (\mathbf{x}_1 \circ \mathbf{E}) = \mathbf{E}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0961em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">E</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">E</span></span></span></span>，M-SVC 模型表示为:</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd class="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold">y</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="bold">X</mi><mi mathvariant="bold">b</mi></mrow><mo>+</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>K</mi></munderover><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>k</mi></msub><mi mathvariant="bold">V</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo stretchy="false">)</mo><msub><mi mathvariant="bold">u</mi><mi>k</mi></msub><mo>+</mo><mi mathvariant="bold-italic">ε</mi></mrow></mstyle></mtd><mtd class="mtr-glue"></mtd><mtd class="mml-eqn-num"></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold">u</mi><mi>k</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi mathvariant="script">N</mi><mo stretchy="false">(</mo><mn>0</mn><mo separator="true">,</mo><msup><mi>σ</mi><mn>2</mn></msup><mi mathvariant="bold">I</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold-italic">ε</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi mathvariant="script">N</mi><mo stretchy="false">(</mo><mn>0</mn><mo separator="true">,</mo><msup><mi>σ</mi><mn>2</mn></msup><mi mathvariant="bold">I</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
\mathbf{y} &amp;= \mathbf{Xb} + \sum^{K}_{k=1} \widetilde{\mathbf{E}}_k \mathbf{V}(\boldsymbol{\theta}_k) \mathbf{u}_k + \boldsymbol{\varepsilon} \tag{7}\\ 
\mathbf{u}_k &amp;\sim \mathcal{N}(0, \sigma^2 \mathbf{I}) \\
\boldsymbol{\varepsilon} &amp;\sim \mathcal{N}(0, \sigma^2 \mathbf{I})
\end{align*}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.4787em;vertical-align:-2.9893em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4893em;"><span style="top:-5.4893em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span><span style="top:-3.0231em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-1.499em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9893em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4893em;"><span style="top:-5.4893em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathbf">Xb</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span></span><span style="top:-3.0231em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathcal" style="margin-right:0.14736em;">N</span><span class="mopen">(</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathbf">I</span><span class="mclose">)</span></span></span><span style="top:-1.499em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathcal" style="margin-right:0.14736em;">N</span><span class="mopen">(</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathbf">I</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9893em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4893em;"><span style="top:-5.4893em;"><span class="pstrut" style="height:3.8283em;"></span><span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">7</span></span><span class="mord">)</span></span></span></span><span style="top:-3.0231em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span><span style="top:-1.499em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9893em;"><span></span></span></span></span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">X</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi mathvariant="bold">x</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\mathbf{X}=[\mathbf{x}_1, \ldots, \mathbf{x}_k]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">X</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">]</span></span></span></span>, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">b</mi><mo>=</mo><mo stretchy="false">[</mo><msub><mi>b</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi>b</mi><mi>k</mi></msub><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\mathbf{b}=[b_1, \ldots, b_k]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathbf">b</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>∈</mo><mo stretchy="false">{</mo><msub><mi>τ</mi><mi>k</mi></msub><mo separator="true">,</mo><msub><mi>α</mi><mi>k</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_k \in  \{ \tau_k , \alpha_k \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">V</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo stretchy="false">)</mo><mo>=</mo><mo stretchy="false">(</mo><msub><mi>τ</mi><mi>k</mi></msub><mi mathvariant="normal">/</mi><mi>σ</mi><mo stretchy="false">)</mo><msup><mi mathvariant="bold">Λ</mi><mrow><msub><mi>α</mi><mi>k</mi></msub><mi mathvariant="normal">/</mi><mn>2</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{V}(\boldsymbol{\theta}_k) = (\tau_k / \sigma) \boldsymbol{\Lambda}^{\alpha_k/2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.214em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.964em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:-0.0037em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span><span class="mord mtight">/2</span></span></span></span></span></span></span></span></span></span></span></span>。<code>式 (7)</code> 表明 M-SVC 模型与线性混合效应模型相同（例如，Bates，2010）<sup class="refplus-num"><a href="#ref-Bates2010">[4]</a></sup>。</p>
<h3 id="3-2-参数估计">3.2.参数估计</h3>
<details class="toggle"><summary class="toggle-button">第一类最大似然和第二类最大似然准则</summary><div class="toggle-content"><p><strong>（1）第一类最大似然</strong></p>
<p>在统计与概率论中，估计统计模型参数的一个常用方法是使用最大似然估计，具体定义如下</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mover accent="true"><mi>θ</mi><mo>^</mo></mover><mo>≜</mo><munder><mo><mi>arg</mi><mo>⁡</mo><mi>max</mi><mo>⁡</mo></mo><mi>θ</mi></munder><mi>l</mi><mi>o</mi><mi>g</mi><mtext>&nbsp;</mtext><mi>p</mi><mo stretchy="false">(</mo><mi mathvariant="script">D</mi><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\hat{\theta} \triangleq \mathop{\arg\max}\limits_{\theta}log \ p(\mathcal D |\theta)
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0399em;vertical-align:-0.082em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1667em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≜</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.6965em;vertical-align:-0.9465em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.1535em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mop">ar<span style="margin-right:0.01389em;">g</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop">max</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9465em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mspace">&nbsp;</span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathcal" style="margin-right:0.02778em;">D</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span></span></p>
<p>上述最大似然估计对应的似然通常称之为第一类最大似然。</p>
<p><strong>（2）第二类最大似然</strong></p>
<p>当使用贝叶斯方法时，可以通过数值优化方法先获得超参数的经验最优值，具体如下：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msup><mi>λ</mi><mo lspace="0em" rspace="0em">∗</mo></msup><mo>=</mo><munder><mo><mi>arg</mi><mo>⁡</mo><mi>max</mi><mo>⁡</mo></mo><mi>λ</mi></munder><mi>p</mi><mo stretchy="false">(</mo><mi>D</mi><mi mathvariant="normal">∣</mi><mi>λ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\lambda^{*}=\mathop{\arg\max} \limits_{\lambda}p(D| \lambda)
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7387em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7387em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∗</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.6965em;vertical-align:-0.9465em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.1535em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">λ</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop"><span class="mop">ar<span style="margin-right:0.01389em;">g</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop">max</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9465em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">D</span><span class="mord">∣</span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span> 是超参数，此类方法也被称为 <code>经验贝叶斯方法</code> 或者 <code>第二类最大似然估计方法</code>，与交叉验证法评估不同超参数的方法相比，此方法更有效。</p>
</div></details>
<p>M-SVC 模型通过最大化第二类似然（经验贝叶斯）方法进行估计，即最大化</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mtext>loglik</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mo>=</mo><mo>∫</mo><mtext>loglik</mtext><mo stretchy="false">(</mo><mi mathvariant="bold">y</mi><mo>∣</mo><mi mathvariant="bold">b</mi><mo separator="true">,</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mi>d</mi><mi mathvariant="bold">b</mi></mrow><annotation encoding="application/x-tex">\text{loglik}_R(\boldsymbol{\Theta})=\int \text{loglik} (\mathbf{y} \mid \mathbf{b},\boldsymbol{\Theta}) d \mathbf{b}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord text"><span class="mord">loglik</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.2222em;vertical-align:-0.8622em;"></span><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord text"><span class="mord">loglik</span></span><span class="mopen">(</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">b</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathbf">b</span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Θ</mi><mo>∈</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta} \in \{ \boldsymbol{\theta}_1, \ldots,\boldsymbol{\theta}_K \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>， <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mtext>loglik</mtext><mo stretchy="false">(</mo><mi mathvariant="bold">y</mi><mo>∣</mo><mi mathvariant="bold">b</mi><mo separator="true">,</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mo>=</mo><mo>∫</mo><mo>…</mo><mo>∫</mo><mi>p</mi><mo stretchy="false">(</mo><mi mathvariant="bold">y</mi><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mi>K</mi></msub><mo>∣</mo><mi mathvariant="bold">b</mi><mo separator="true">,</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mi>p</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">u</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mi>K</mi></msub><mo stretchy="false">)</mo><mi>d</mi><msub><mi mathvariant="bold">u</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi>d</mi><msub><mi mathvariant="bold">u</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\text{loglik} (\mathbf{y} \mid \mathbf{b}, \boldsymbol{\Theta}) = \int \ldots  \int p(\mathbf{y}, \mathbf{u}_1, \ldots,  \mathbf{u}_K \mid \mathbf{b},\boldsymbol{\Theta}) p(\mathbf{u}_1, \ldots,  \mathbf{u}_K)d \mathbf{u}_1, \ldots, d \mathbf{u}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord text"><span class="mord">loglik</span></span><span class="mopen">(</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">b</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1111em;vertical-align:-0.3061em;"></span><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0006em;">∫</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0006em;">∫</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">b</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 。</p>
<p>如果将 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>p</mi><mo stretchy="false">(</mo><mi mathvariant="bold">y</mi><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mi>K</mi></msub><mo>∣</mo><mi mathvariant="bold">b</mi><mo separator="true">,</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">p(\mathbf{y}, \mathbf{u}_1, \ldots,  \mathbf{u}_K \mid \mathbf{b}, \boldsymbol{\Theta})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">b</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>p</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold">u</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mi>K</mi></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">p(\mathbf{u}_1, \ldots,  \mathbf{u}_K)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">p</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 定义为高斯密度函数，则此似然具有解析表达式。使用此性质，可以推导出 <code>式 (7)</code> 的对数似然为（参见 Bates，2010 <sup class="refplus-num"><a href="#ref-Bates2010">[4]</a></sup>；Murakami 等，2017 <sup class="refplus-num"><a href="#ref-Murakami2017">[45]</a></sup>）：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><msub><mtext>loglik</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mo>=</mo><mo>−</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><mi>ln</mi><mo>⁡</mo><mi mathvariant="normal">∣</mi><mi>P</mi><mi mathvariant="normal">∣</mi><mo>−</mo><mfrac><mrow><mi>N</mi><mo>−</mo><mi>K</mi></mrow><mn>2</mn></mfrac><mrow><mo fence="true">(</mo><mn>1</mn><mo>+</mo><mi>ln</mi><mo>⁡</mo><mrow><mo fence="true">(</mo><mfrac><mrow><mn>2</mn><mi>π</mi><mi>d</mi><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>N</mi><mo>−</mo><mi>K</mi></mrow></mfrac><mo fence="true">)</mo></mrow><mo fence="true">)</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(8)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\text{loglik}_R(\boldsymbol{\Theta}) = − \frac{1}{2} \ln |P| − \frac{N-K}{2} \left(1 + \ln \left( \frac{2πd(\boldsymbol{\Theta})}{N − K} \right)\right) \tag{8}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord text"><span class="mord">loglik</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.0074em;vertical-align:-0.686em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3214em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.13889em;">P</span><span class="mord">∣</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.4em;vertical-align:-0.95em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3603em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">(</span></span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">(</span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span><span class="mord mathnormal" style="margin-right:0.03588em;">π</span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">)</span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">)</span></span></span></span><span class="tag"><span class="strut" style="height:2.4em;vertical-align:-0.95em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">8</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mi mathvariant="bold">P</mi><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mi mathvariant="bold">X</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>K</mi></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn><mi>T</mi></msubsup><mi mathvariant="bold">X</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn><mi>T</mi></msubsup><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><mo>+</mo><mi mathvariant="bold">I</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn><mi>T</mi></msubsup><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>K</mi></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋱</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>K</mi><mi>T</mi></msubsup><mi mathvariant="bold">X</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>K</mi><mi>T</mi></msubsup><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>K</mi><mi>T</mi></msubsup><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>K</mi></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mo>+</mo><mi mathvariant="bold">I</mi></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(9)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\mathbf{P}=\left[\begin{array}{cccc}
\mathbf{X}^{T} \mathbf{X} &amp; \mathbf{X}^{T} \widetilde{\mathbf{E}}_1 \mathbf{V}\left(\boldsymbol{\theta}_1\right) &amp; \cdots &amp; \mathbf{X}^{T} \widetilde{\mathbf{E}}_K \mathbf{V}\left(\boldsymbol{\theta}_K\right) \\
\mathbf{V}\left(\boldsymbol{\theta}_1\right) \widetilde{\mathbf{E}}_1^{T} \mathbf{X} &amp; \mathbf{V}\left(\boldsymbol{\theta}_1\right) \widetilde{\mathbf{E}}_1^{T} \widetilde{\mathbf{E}}_1 \mathbf{V}\left(\boldsymbol{\theta}_1\right)+\mathbf{I} &amp; \cdots &amp; \mathbf{V}\left(\boldsymbol{\theta}_1\right) \widetilde{\mathbf{E}}_1^{T} \widetilde{\mathbf{E}}_K \mathbf{V}\left(\boldsymbol{\theta}_K\right) \\
\vdots &amp; \vdots &amp; \ddots &amp; \vdots \\
\mathbf{V}\left(\boldsymbol{\theta}_K\right) \widetilde{\mathbf{E}}_K^{T} \mathbf{X} &amp; \mathbf{V}\left(\boldsymbol{\theta}_K\right) \widetilde{\mathbf{E}}_K^{T} \widetilde{\mathbf{E}}_1 \mathbf{V}\left(\boldsymbol{\theta}_1\right) &amp; \cdots &amp; \mathbf{V}\left(\boldsymbol{\theta}_K\right) \widetilde{\mathbf{E}}_K^{T} \widetilde{\mathbf{E}}_K \mathbf{V}\left(\boldsymbol{\theta}_K\right)+\mathbf{I}
\end{array}\right] \tag{9} 
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">P</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:5.7783em;vertical-align:-2.6392em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1392em;"><span style="top:-5.8806em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mord mathbf">X</span></span></span><span style="top:-4.5744em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
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-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4519em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2481em;"><span></span></span></span></span></span></span><span class="mord mathbf">X</span></span></span><span style="top:-2.7144em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.4083em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2753em;"><span></span></span></span></span></span></span><span class="mord mathbf">X</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.6392em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1392em;"><span style="top:-5.8806em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span><span style="top:-4.5744em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4519em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2481em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">I</span></span></span><span style="top:-2.7144em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.4083em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2753em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.6392em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1392em;"><span style="top:-5.6931em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span><span style="top:-4.3869em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span><span style="top:-2.5269em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋱</span></span></span><span style="top:-1.2208em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.6392em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1392em;"><span style="top:-5.8806em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span><span style="top:-4.5744em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4519em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2481em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span><span style="top:-2.7144em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.4083em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2753em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">I</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.6392em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:5.7783em;vertical-align:-2.6392em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">9</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>导数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>d</mi><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">d(\boldsymbol{\Theta})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span></span></span></span>  等于:</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mi mathvariant="bold-italic">d</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">θ</mi><mo stretchy="false">)</mo><mo>=</mo><msup><mrow><mo fence="true">∥</mo><mi mathvariant="bold">y</mi><mo>−</mo><mi mathvariant="bold">X</mi><mover accent="true"><mi mathvariant="bold">b</mi><mo>^</mo></mover><mo>−</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>K</mi></munderover><msub><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>k</mi></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo fence="true">)</mo></mrow><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>k</mi></msub><mo fence="true">∥</mo></mrow><mn>2</mn></msup><mo>+</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>K</mi></munderover><msup><mrow><mo fence="true">∥</mo><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>k</mi></msub><mo fence="true">∥</mo></mrow><mn>2</mn></msup></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(10)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\boldsymbol{d}(\boldsymbol{\theta})=\left\|\mathbf{y}-\mathbf{X} \hat{\mathbf{b}}-\sum_{k=1}^K \widetilde{\mathbf{E}}_k \mathbf{V}\left(\boldsymbol{\theta}_k\right) \widehat{\mathbf{u}}_k\right\|^2+\sum_{k=1}^K\left\|\widehat{\mathbf{u}}_k\right\|^2  \tag{10}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">d</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.3345em;vertical-align:-1.3021em;"></span><span class="minner"><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.75em;"><span style="top:-3.75em;"><span class="pstrut" style="height:5em;"></span><span style="width:0.556em;height:3.000em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.556em" height="3.000em" viewBox="0 0 556 3000"><path d="M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z
M367 15 v585 v1800 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M410 15 H367 v585 v1800 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.25em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">X</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.75em;"><span style="top:-3.75em;"><span class="pstrut" style="height:5em;"></span><span style="width:0.556em;height:3.000em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.556em" height="3.000em" viewBox="0 0 556 3000"><path d="M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z
M367 15 v585 v1800 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M410 15 H367 v585 v1800 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.25em;"><span></span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:2.0323em;"><span style="top:-4.2812em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:3.1304em;vertical-align:-1.3021em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">∥</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">∥</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:3.3345em;vertical-align:-1.3021em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">10</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mover accent="true"><mi mathvariant="bold">b</mi><mo>^</mo></mover></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mn>1</mn></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>K</mi></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>=</mo><msup><mi mathvariant="bold">P</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mi mathvariant="bold">y</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msubsup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mn>1</mn><mi>T</mi></msubsup><mi mathvariant="bold">y</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msup><mover accent="true"><mi mathvariant="bold">E</mi><mo stretchy="true">~</mo></mover><mi>T</mi></msup><msub><mrow></mrow><mi>K</mi></msub><mi mathvariant="bold">y</mi></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(11)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\left[\begin{array}{c}
\hat{\mathbf{b}} \\
\widehat{\mathbf{u}}_1 \\
\vdots \\
\widehat{\mathbf{u}}_K
\end{array}\right]=\mathbf{P}^{-1}\left[\begin{array}{c}
\mathbf{X}^{T} \mathbf{y} \\
\mathbf{V}\left(\boldsymbol{\theta}_1\right) \widetilde{\mathbf{E}}_1^{T} \mathbf{y} \\
\vdots \\
\mathbf{V}\left(\boldsymbol{\theta}_K\right) \widetilde{\mathbf{E}}^{T}{ }_K \mathbf{y}
\end{array}\right]  \tag{11}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.5779em;vertical-align:-2.5389em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.0389em;"><span style="top:-5.7686em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span></span></span><span style="top:-4.5686em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7086em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5086em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.5389em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:5.6736em;vertical-align:-2.5868em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.0868em;"><span style="top:-5.9329em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span><span style="top:-4.6268em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4519em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2481em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span><span style="top:-2.7668em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.4607em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord"></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.5868em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:5.6736em;vertical-align:-2.5868em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">11</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p><code>式 (10)</code> 平衡了模型准确性和复杂性之间的权衡。可以通过以下步骤估计参数：</p>
<ul>
<li>步骤(1)： 通过最大化 <code>式（8）</code> 估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Θ</mi><mo>∈</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta} \in \{ \boldsymbol{\theta}_1, \ldots, \boldsymbol{\theta}_K \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span></li>
<li>步骤(2)： 通过 <code>式（11）</code> 估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi mathvariant="bold">b</mi><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold">u</mi><mi>K</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{\mathbf{b}, \mathbf{u}_1, \ldots, \mathbf{u}_K \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathbf">b</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">u</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span></li>
<li>步骤(3)： 通过<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mover accent="true"><mi>β</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><msub><mi mathvariant="bold">b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn><mo>+</mo><mi mathvariant="bold">E</mi><msub><mover accent="true"><mi mathvariant="bold-italic">γ</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><msub><mover accent="true"><mi>b</mi><mo>^</mo></mover><mi>k</mi></msub><mn mathvariant="bold">1</mn><mo>+</mo><mrow><mi mathvariant="bold">E</mi><mi mathvariant="bold">V</mi></mrow><mo stretchy="false">(</mo><msub><mover accent="true"><mi mathvariant="bold-italic">θ</mi><mo>^</mo></mover><mi>k</mi></msub><mo stretchy="false">)</mo><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo>^</mo></mover><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\hat{\beta}_k =\mathbf{b}_k \mathbf{1} + \mathbf{E} \hat{\boldsymbol{\gamma}}_k =\hat{b}_k \mathbf{1} + \mathbf{EV}(\hat{\boldsymbol{\theta}}_k) \hat{\mathbf{u}}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1523em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.05278em;">β</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1667em;"><span class="mord">^</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.952em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7079em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span></span><span style="top:-3.0134em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1079em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2079em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">EV</span></span><span class="mopen">(</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7079em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span style="top:-3.0134em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.2222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 估计空间变系数。</li>
</ul>
<h2 id="4-快速-M-SVC-建模">4. 快速 M-SVC 建模</h2>
<p>不幸的是，Moran 特征向量方法在建模和估计方面的计算效率都很低，在本节中将讨论加速的方法。<code>第 4.1 节</code> 介绍了如何降低建模成本，而 <code>第 4.2 节</code> 介绍了如何降低估计成本。</p>
<h3 id="4-1-建模">4.1 建模</h3>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo><mi mathvariant="bold">C</mi><mo stretchy="false">(</mo><mi mathvariant="bold">I</mi><mo>−</mo><mn mathvariant="bold">1</mn><msup><mn mathvariant="bold">1</mn><mi>T</mi></msup><mi mathvariant="normal">/</mi><mi>N</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">(\mathbf{I} − \mathbf{1}\mathbf{1}^T/N) \mathbf{C}(\mathbf{I} − \mathbf{1}\mathbf{1}^T /N)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mord mathbf">C</span><span class="mopen">(</span><span class="mord mathbf">I</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord mathbf">1</span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">/</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span></span></span></span> 的特征分解成本为  <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><msup><mi>N</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}(N^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> ，这对于大 N 来说是难以处理的。此外，如果使用距离核给出 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">C</mi></mrow><annotation encoding="application/x-tex">\mathbf{C}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">C</span></span></span></span>，则必须在分解之前存储 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>N</mi></mrow><annotation encoding="application/x-tex">N × N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 的矩阵。就计算复杂性和内存使用而言，效率过低。</p>
<p>为了解决此问题，我们使用了基于 <code>Nystrom 扩展</code>（Drineas 和 Mahoney，2005 年 <sup class="refplus-num"><a href="#ref-Drineas2005">[14]</a></sup>）的近似特征分解方法，求得 Moran 特征向量和特征值的近似（Murakami 和 Griffith 2018 <sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup>），公式如下：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mover accent="true"><mi mathvariant="bold">E</mi><mo>^</mo></mover><mo>=</mo><mrow><mo fence="true">[</mo><msub><mi mathvariant="bold">C</mi><mrow><mi>N</mi><mi>L</mi></mrow></msub><mo>−</mo><mn mathvariant="bold">1</mn><mo>⊗</mo><mfrac><mrow><msubsup><mn mathvariant="bold">1</mn><mi>L</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msubsup><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold">C</mi><mi>L</mi></msub><mo>+</mo><msub><mi mathvariant="bold">I</mi><mi>L</mi></msub><mo fence="true">)</mo></mrow></mrow><mi>L</mi></mfrac><mo fence="true">]</mo></mrow><msub><mi mathvariant="bold">E</mi><mi>L</mi></msub><msup><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold">Λ</mi><mi>L</mi></msub><mo>+</mo><msub><mi mathvariant="bold">I</mi><mi>L</mi></msub><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(12)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\hat{\mathbf{E}}=\left[\mathbf{C}_{N L}-\mathbf{1} \otimes \frac{\mathbf{1}_L^{\prime}\left(\mathbf{C}_L+\mathbf{I}_L\right)}{L}\right] \mathbf{E}_L\left(\boldsymbol{\Lambda}_L+\mathbf{I}_L\right)^{-1} \tag{12}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9495em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9495em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span style="top:-3.2551em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1667em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.4em;vertical-align:-0.95em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mord mathbf">C</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span><span class="mord mathnormal mtight">L</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">⊗</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4289em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">L</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7519em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2753em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord mathbf">C</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">I</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">I</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:2.4em;vertical-align:-0.95em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">12</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mover accent="true"><mi mathvariant="bold">Λ</mi><mo>^</mo></mover><mo>=</mo><mfrac><mrow><mi>L</mi><mo>+</mo><mi>N</mi></mrow><mi>L</mi></mfrac><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold">Λ</mi><mi>L</mi></msub><mo>+</mo><msub><mi mathvariant="bold">I</mi><mi>L</mi></msub><mo fence="true">)</mo></mrow><mo>−</mo><msub><mi mathvariant="bold">I</mi><mi>L</mi></msub></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(13)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\hat{\boldsymbol{\Lambda}}=\frac{L+N}{L}\left(\boldsymbol{\Lambda}_L+\mathbf{I}_L\right)-\mathbf{I}_L \tag{13}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9495em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9495em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span><span style="top:-3.2551em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.0463em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3603em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">L</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">I</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">I</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:2.0463em;vertical-align:-0.686em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">13</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中 “<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo>⊗</mo></mrow><annotation encoding="application/x-tex">\otimes</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6667em;vertical-align:-0.0833em;"></span><span class="mord">⊗</span></span></span></span>” 表示 Kronecker 积运算符。<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">C</mi><mi>L</mi></msub></mrow><annotation encoding="application/x-tex">\mathbf{C}_L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">C</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 是一个 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo>×</mo><mi>L</mi></mrow><annotation encoding="application/x-tex">L × L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 空间邻接矩阵 (<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo>≪</mo><mi>N</mi></mrow><annotation encoding="application/x-tex">L \ll N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7224em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≪</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span>) ，其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 个结点分布在整个研究区域。</p>
<p>结点的坐标由 <code>k 均值聚类</code> 的簇中心坐标定义，可以簇内样本的空间坐标计算得出（参见 Zhang 和 Kwok，2010 <sup class="refplus-num"><a href="#ref-Zhang2010">[62]</a></sup>）。 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">C</mi><mrow><mi>N</mi><mi>L</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\mathbf{C}_{NL}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">C</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span><span class="mord mathnormal mtight">L</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 个结点和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 个样本点之间的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>L</mi></mrow><annotation encoding="application/x-tex">N × L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 邻近矩阵。集合 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><msub><mi mathvariant="bold">E</mi><mi>L</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">Λ</mi><mi>L</mi></msub><mo separator="true">,</mo><msub><mi mathvariant="bold">I</mi><mi>L</mi></msub><mo separator="true">,</mo><msub><mn mathvariant="bold">1</mn><mi>L</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{ \mathbf{E}_L, \boldsymbol{\Lambda}_L, \mathbf{I}_L, \mathbf{1}_L\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathbf">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">I</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">1</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">L</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span> 的定义就像是所有结点的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi mathvariant="bold">E</mi><mo separator="true">,</mo><mi mathvariant="bold">Λ</mi><mo separator="true">,</mo><mi mathvariant="bold">I</mi><mo separator="true">,</mo><mn mathvariant="bold">1</mn><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{ \mathbf{E}, \boldsymbol{\Lambda}, \mathbf{I}, \mathbf{1} \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathbf">E</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathbf">I</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathbf">1</span><span class="mclose">}</span></span></span></span> 集合。</p>
<p>根据继 Murakami 和 Griffith (2018) <sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup> ，采用 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>200</mn></mrow><annotation encoding="application/x-tex">200</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">200</span></span></span></span> 个特征对足以模拟空间依赖性。为此，如果 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 低于 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>200</mn></mrow><annotation encoding="application/x-tex">200</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">200</span></span></span></span> 时，则 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 固定为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><mi mathvariant="bold">Γ</mi><mo>^</mo></mover></mrow><annotation encoding="application/x-tex">\hat{\boldsymbol{\Gamma}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9495em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9495em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Γ</span></span></span></span><span style="top:-3.2551em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span></span></span></span> 中正特征值的数量；否则将 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo>=</mo><mn>200</mn></mrow><annotation encoding="application/x-tex">L = 200</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">200</span></span></span></span>。不管哪种情况，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 都是固定的，特征近似的计算复杂度减少为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><mi>N</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}(N)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span></span></span></span>，而内存使用量为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>L</mi></mrow><annotation encoding="application/x-tex">N × L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span>。关于空间变系数的数量，考虑到识别难度较大（参见 Wheeler 和 Tiefelsdorf，2005 年<sup class="refplus-num"><a href="#ref-Wheeler2005">[59]</a></sup>；Farber 和 Páez，2007 年<sup class="refplus-num"><a href="#ref-Farber2007">[15]</a></sup>；Helbich 和 Griffith，2016 年<sup class="refplus-num"><a href="#ref-Helbich2016">[33]</a></sup>），通常至多设置 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>10</mn></mrow><annotation encoding="application/x-tex">10</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">10</span></span></span></span> 个空间变系数可能是合理的。</p>
<p>根据上述内容，我们假设 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 是固定的且 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi><mo>≪</mo><mi>N</mi></mrow><annotation encoding="application/x-tex">K \ll N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7224em;vertical-align:-0.0391em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≪</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span>。当必须考虑大量解释变量时，只能针对某些重点选定的解释变量给出空间变系数，而其他变量仍然假定为常数系数。此时，第 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 个系数通过用 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn></mrow><annotation encoding="application/x-tex">b_k \mathbf{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span></span></span></span> 替换掉 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>β</mi><mi>k</mi></msub><mo>=</mo><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn><mo>+</mo><mi mathvariant="bold">E</mi><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\beta_k = b_k \mathbf{1} + \mathbf{E}\boldsymbol{\gamma}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0528em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.9303em;vertical-align:-0.2441em;"></span><span class="mord mathbf">E</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span> 来转换成常数系数。此性质有助于避免增加 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 并确保空间变系数的可识别性。</p>
<p>我们的近似 M-SVC 模型是使用 <code>式(14)</code> 和 <code>式 (15)</code>：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd class="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold">y</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi>b</mi><mn>1</mn></msub><mn mathvariant="bold">1</mn><mo>+</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>2</mn></mrow><mi>K</mi></munderover><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub><mo>∘</mo><msub><mi mathvariant="bold-italic">β</mi><mi>k</mi></msub><mo>+</mo><mover accent="true"><mi mathvariant="bold">E</mi><mo>^</mo></mover><msub><mi mathvariant="bold-italic">y</mi><mn>1</mn></msub><mo>+</mo><mi mathvariant="bold-italic">ε</mi></mrow></mstyle></mtd><mtd class="mtr-glue"></mtd><mtd class="mml-eqn-num"></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">γ</mi><mn>1</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi>N</mi><mrow><mo fence="true">(</mo><mn mathvariant="bold">0</mn><mo separator="true">,</mo><msubsup><mi>τ</mi><mn>1</mn><mn>2</mn></msubsup><msup><mover accent="true"><mi mathvariant="bold">Λ</mi><mo stretchy="true">^</mo></mover><msub><mi>α</mi><mn>1</mn></msub></msup><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold-italic">ε</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi>N</mi><mrow><mo fence="true">(</mo><mn mathvariant="bold">0</mn><mo separator="true">,</mo><msup><mi>σ</mi><mn>2</mn></msup><mi mathvariant="bold">I</mi><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
\mathbf{y} &amp;=b_1 \mathbf{1}+\sum_{k=2}^K \mathbf{x}_k \circ \boldsymbol{\beta}_k + \hat{\mathbf{E}} \boldsymbol{y}_1+\boldsymbol{\varepsilon} \tag{14}\\
\boldsymbol{\gamma}_1 &amp;\sim N\left(\mathbf{0}, \tau_1^2 \widehat{\boldsymbol{\Lambda}}^{\alpha_1}\right)\\
\boldsymbol{\varepsilon} &amp;\sim N\left(\mathbf{0}, \sigma^2 \mathbf{I}\right)
\end{align*}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:7.0546em;vertical-align:-3.2773em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.7773em;"><span style="top:-5.7773em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span><span style="top:-3.0252em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.207em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span><span style="top:-1.211em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.2773em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.7773em;"><span style="top:-5.7773em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8479em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">2</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3021em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9495em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span style="top:-3.2551em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1667em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">y</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.207em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span></span><span style="top:-3.0252em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">(</span></span><span class="mord mathbf">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9261em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9804em;"><span style="top:-3.379em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:-0.0037em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">)</span></span></span></span></span><span style="top:-1.211em;"><span class="pstrut" style="height:3.8283em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">(</span></span><span class="mord mathbf">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathbf">I</span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">)</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.2773em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.7773em;"><span style="top:-5.7773em;"><span class="pstrut" style="height:3.8283em;"></span><span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">14</span></span><span class="mord">)</span></span></span></span><span style="top:-3.0252em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span><span style="top:-1.211em;"><span class="pstrut" style="height:3.8283em;"></span><span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.2773em;"><span></span></span></span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd class="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">β</mi><mi>k</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi>b</mi><mi>k</mi></msub><mn mathvariant="bold">1</mn><mo>+</mo><mover accent="true"><mi mathvariant="bold">E</mi><mo>^</mo></mover><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow></mstyle></mtd><mtd class="mtr-glue"></mtd><mtd class="mml-eqn-num"></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mspace width="1em"></mspace><msub><mi mathvariant="bold-italic">γ</mi><mi>k</mi></msub></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>∼</mo><mi>N</mi><mrow><mo fence="true">(</mo><mn mathvariant="bold">0</mn><mo separator="true">,</mo><msubsup><mi>τ</mi><mi>k</mi><mn>2</mn></msubsup><msup><mover accent="true"><mi mathvariant="bold">Λ</mi><mo stretchy="true">^</mo></mover><msub><mi>α</mi><mi>k</mi></msub></msup><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
\boldsymbol{\beta}_k  &amp;= b_k \mathbf{1}+\hat{\mathbf{E}} \boldsymbol{\gamma}_k \tag{15}\\
\quad \boldsymbol{\gamma}_k &amp;\sim N\left(\mathbf{0}, \tau_k^2 \widehat{\boldsymbol{\Lambda}}^{\alpha_k}\right)
\end{align*}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.7096em;vertical-align:-1.6048em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.1048em;"><span style="top:-4.3052em;"><span class="pstrut" style="height:3.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03403em;">β</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.4952em;"><span class="pstrut" style="height:3.15em;"></span><span class="mord"><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.6048em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.1048em;"><span style="top:-4.3052em;"><span class="pstrut" style="height:3.15em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">b</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathbf">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9495em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span style="top:-3.2551em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1667em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06389em;">γ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.242em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.4952em;"><span class="pstrut" style="height:3.15em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">(</span></span><span class="mord mathbf">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9261em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9804em;"><span style="top:-3.379em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:-0.0037em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">)</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.6048em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.1048em;"><span style="top:-4.3052em;"><span class="pstrut" style="height:3.15em;"></span><span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">15</span></span><span class="mord">)</span></span></span></span><span style="top:-2.4952em;"><span class="pstrut" style="height:3.15em;"></span><span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.6048em;"><span></span></span></span></span></span></span></span></span></p>
<p>下一节将解释如何计算有效地对模型进行估计。</p>
<h3 id="4-2-估计">4.2 估计</h3>
<p>似然最大化的计算过程可能非常慢，因为在 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Θ</mi><mo>∈</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta} \in \{ \boldsymbol{\theta}_1, \ldots, \boldsymbol{\theta}_K \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span> 中包含 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>2</mn><mi>K</mi></mrow><annotation encoding="application/x-tex">2K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">2</span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 个收缩参数，其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>∈</mo><mo stretchy="false">{</mo><msub><mi>τ</mi><mi>k</mi></msub><mo separator="true">,</mo><msub><mi>α</mi><mi>k</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_k \in \{ \tau_k , \alpha_k \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.1132em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0037em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span> 没有封闭形式解。例如，如果假设有 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>10</mn></mrow><annotation encoding="application/x-tex">10</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">10</span></span></span></span> 个空间变系数，则必须对 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>20</mn></mrow><annotation encoding="application/x-tex">20</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">20</span></span></span></span> 个收缩参数进行数值估计。 M-SVC 模型的数值估计比地理加权回归困难很多，因为地理加权回归只有一个带宽参数或 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 个不同尺度下的带宽参数。</p>
<p>本节表明，通过采用选定的矩阵技巧，M-SVC 模型估计的计算成本大大降低。<code>第 4.2.1 节</code> 从似然函数中消除了 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span>，<code>第 4.2.2 节</code> 推导出一种顺序方法来最大化似然。</p>
<h4 id="4-2-1-从似然函数中消除“N”">4.2.1 从似然函数中消除“N”</h4>
<p>要估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Θ</mi><mo>∈</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta} \in \{\boldsymbol{\theta}_1, \ldots,\boldsymbol{\theta}_K\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>，必须重复计算受限对数似然。为了减轻这种负担，本研究在估计之前，消去了那些大小取决于 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 的矩阵和向量。具体来说，似然的计算有以下几个步骤：</p>
<p>反复。为了减轻这种负担，本研究在估计之前消除了大小取决于 N 的矩阵和向量。具体来说，似然度的评估有以下几个步骤：</p>
<ul>
<li>
<p><strong>步骤 1</strong>: 计算 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mn>0</mn></mrow></msub><mo>=</mo><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mi>X</mi></mrow><annotation encoding="application/x-tex">\mathbf{M}_{0,0}=\mathbf{X}^TX</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9722em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.07847em;">X</span></span></span></span>、<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mi>k</mi></mrow></msub><mo>=</mo><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mo stretchy="false">(</mo><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub><mo>∘</mo><mi mathvariant="bold">E</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathbf{M}_{0,k} = \mathbf{X}^T (\mathbf{x}_k \circ \mathbf{E})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9722em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">E</span><span class="mclose">)</span></span></span></span>, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>k</mi><mo separator="true">,</mo><mover accent="true"><mi>i</mi><mo stretchy="true">~</mo></mover></mrow></msub><mo>=</mo><mo stretchy="false">(</mo><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub><mo>∘</mo><mi mathvariant="bold">E</mi><msup><mo stretchy="false">)</mo><mi>T</mi></msup><mo stretchy="false">(</mo><msub><mi mathvariant="bold">x</mi><mover accent="true"><mi>k</mi><mo stretchy="true">~</mo></mover></msub><mo>∘</mo><mi mathvariant="bold">E</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathbf{M}_{k,\widetilde{i}} = (\mathbf{x}_k \circ \mathbf{E})^T (\mathbf{x}_{\widetilde{k}} \circ \mathbf{E})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1211em;vertical-align:-0.435em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.4011em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mpunct mtight">,</span><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9195em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span class="svg-align" style="top:-3.3595em;"><span class="pstrut" style="height:2.7em;"></span><span class="mtight" style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.435em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.1646em;vertical-align:-0.3233em;"></span><span class="mord mathbf">E</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3767em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9544em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span><span class="svg-align" style="top:-3.3944em;"><span class="pstrut" style="height:2.7em;"></span><span class="mtight" style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3233em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">E</span><span class="mclose">)</span></span></span></span>、 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>m</mi><mn>0</mn></msub><mo>=</mo><msup><mi mathvariant="bold">X</mi><mi>T</mi></msup><mi mathvariant="bold">y</mi></mrow><annotation encoding="application/x-tex">m_0=\mathbf{X}^T \mathbf{y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0358em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathbf">X</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span>、 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">m</mi><mi>k</mi></msub><mo>=</mo><mo stretchy="false">(</mo><msub><mi mathvariant="bold">x</mi><mi>k</mi></msub><mo>∘</mo><mi mathvariant="bold">E</mi><msup><mo stretchy="false">)</mo><mi>T</mi></msup><mi mathvariant="bold">y</mi></mrow><annotation encoding="application/x-tex">\mathbf{m}_k = ( \mathbf{x}_k \circ \mathbf{E})^T \mathbf{y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∘</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord mathbf">E</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">m</mi><mrow><mi>y</mi><mo separator="true">,</mo><mi>y</mi></mrow></msub><mo>=</mo><msup><mi mathvariant="bold">y</mi><mi>T</mi></msup><mi mathvariant="bold">y</mi></mrow><annotation encoding="application/x-tex">\mathbf{m}_{y,y} = \mathbf{y}^T \mathbf{y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7305em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">y</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0358em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">y</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">y</span></span></span></span>；</p>
</li>
<li>
<p><strong>步骤 2</strong>: 将矩阵和向量代入 <code>式(8)</code> 来重写受限对数似然，如下所示：</p>
</li>
</ul>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mi>log</mi><mo>⁡</mo><msub><mrow><mi mathvariant="normal">lik</mi><mo>⁡</mo></mrow><mi>R</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mo>=</mo><mo>−</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><mi>ln</mi><mo>⁡</mo><mi mathvariant="normal">∣</mi><mi mathvariant="bold">P</mi><mi mathvariant="normal">∣</mi><mo>−</mo><mfrac><mrow><mi>N</mi><mo>−</mo><mi>K</mi></mrow><mn>2</mn></mfrac><mrow><mo fence="true">(</mo><mn>1</mn><mo>+</mo><mi>ln</mi><mo>⁡</mo><mrow><mo fence="true">(</mo><mfrac><mrow><mn>2</mn><mi>π</mi></mrow><mrow><mi>N</mi><mo>−</mo><mi>K</mi></mrow></mfrac><mi mathvariant="bold-italic">d</mi><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mo fence="true">)</mo></mrow><mo fence="true">)</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(16)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\log \operatorname{lik}_R(\boldsymbol{\Theta})=-\frac{1}{2} \ln |\mathbf{P}|-\frac{N-K}{2}\left(1+\ln \left(\frac{2 \pi}{N-K} \boldsymbol{d}(\boldsymbol{\Theta})\right)\right) \tag{16}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mop">lo<span style="margin-right:0.01389em;">g</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop"><span class="mord mathrm">lik</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.0074em;vertical-align:-0.686em;"></span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3214em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">∣</span><span class="mord mathbf">P</span><span class="mord">∣</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.4em;vertical-align:-0.95em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3603em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">(</span></span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">(</span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3214em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span><span class="mord mathnormal" style="margin-right:0.03588em;">π</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7693em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">d</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">)</span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">)</span></span></span></span><span class="tag"><span class="strut" style="height:2.4em;vertical-align:-0.95em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">16</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mi mathvariant="bold">P</mi><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mn>0</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mn>1</mn></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mi>K</mi></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>1</mn><mo separator="true">,</mo><mn>0</mn></mrow></msub></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>1</mn><mo separator="true">,</mo><mn>1</mn></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><mo>+</mo><mi mathvariant="bold">I</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>1</mn><mo separator="true">,</mo><mi>K</mi></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋱</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mn>0</mn></mrow></msub></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mn>1</mn></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mo>+</mo><mi mathvariant="bold">I</mi></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(17)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\mathbf{P}=\left[\begin{array}{cccc}
\mathbf{M}_{0,0} &amp; \mathbf{M}_{0,1} \mathbf{V}\left(\boldsymbol{\theta}_1\right) &amp; \cdots &amp; \mathbf{M}_{0, K} \mathbf{V}\left(\boldsymbol{\theta}_K\right) \\
\mathbf{V}\left(\boldsymbol{\theta}_1\right) \mathbf{M}_{1,0} &amp; \mathbf{V}\left(\boldsymbol{\theta}_1\right) \mathbf{M}_{1,1} \mathbf{V}\left(\boldsymbol{\theta}_1\right)+\mathbf{I} &amp; \cdots &amp; \mathbf{V}\left(\boldsymbol{\theta}_1\right) \mathbf{M}_{1, K} \mathbf{V}\left(\boldsymbol{\theta}_K\right) \\
\vdots &amp; \vdots &amp; \ddots &amp; \vdots \\
\mathbf{V}\left(\boldsymbol{\theta}_K\right) \mathbf{M}_{K, 0} &amp; \mathbf{V}\left(\boldsymbol{\theta}_K\right) \mathbf{M}_{K, 1} \mathbf{V}\left(\boldsymbol{\theta}_1\right) &amp; \cdots &amp; \mathbf{V}\left(\boldsymbol{\theta}_K\right) \mathbf{M}_{K, K} \mathbf{V}\left(\boldsymbol{\theta}_K\right)+\mathbf{I}
\end{array}\right] \tag{17}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">P</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:5.46em;vertical-align:-2.48em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.98em;"><span style="top:-5.8275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.48em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.98em;"><span style="top:-5.8275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">I</span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.48em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.98em;"><span style="top:-5.64em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span><span style="top:-4.44em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span><span style="top:-2.58em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋱</span></span></span><span style="top:-1.38em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.48em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.98em;"><span style="top:-5.8275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbf">I</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.48em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:5.46em;vertical-align:-2.48em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">17</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>并且 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">d</mi><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo><mo>=</mo><mi mathvariant="normal">∥</mi><mover accent="true"><mi mathvariant="bold-italic">ε</mi><mo>^</mo></mover><msup><mi mathvariant="normal">∥</mi><mn>2</mn></msup><mo>+</mo><msubsup><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>K</mi></msubsup><msup><mrow><mo fence="true">∥</mo><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo>^</mo></mover><mi>k</mi></msub><mo fence="true">∥</mo></mrow><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">\boldsymbol{d}(\boldsymbol{\Theta})=\|\hat{\boldsymbol{\varepsilon}}\|^2+\sum_{k=1}^K\left\|\hat{\mathbf{u}}_k\right\|^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">d</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord">∥</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7079em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span><span style="top:-3.0134em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2809em;vertical-align:-0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">∥</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7079em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span style="top:-3.0134em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.2222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">∥</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span>，其中：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mi mathvariant="normal">∥</mi><mover accent="true"><mi mathvariant="bold-italic">ε</mi><mo>^</mo></mover><msup><mi mathvariant="normal">∥</mi><mn>2</mn></msup><mo>=</mo><msub><mi>m</mi><mrow><mi>y</mi><mi>y</mi></mrow></msub><mo>−</mo><mn>2</mn><mrow><mo fence="true">[</mo><msup><mover accent="true"><mi mathvariant="bold">b</mi><mo>^</mo></mover><mi>T</mi></msup><mo separator="true">,</mo><msubsup><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mn>1</mn><mi>T</mi></msubsup><mo separator="true">,</mo><mo>⋯</mo><msubsup><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>K</mi><mi>T</mi></msubsup><mo fence="true">]</mo></mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">m</mi><mn>0</mn></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">m</mi><mn>1</mn></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">m</mi><mi>K</mi></msub></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>+</mo><mrow><mo fence="true">[</mo><msup><mover accent="true"><mi mathvariant="bold">b</mi><mo>^</mo></mover><mi>T</mi></msup><mo separator="true">,</mo><msubsup><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mn>1</mn><mi>T</mi></msubsup><mo separator="true">,</mo><mo>⋯</mo><msubsup><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>K</mi><mi>T</mi></msubsup><mo fence="true">]</mo></mrow><msub><mi mathvariant="bold">P</mi><mn>0</mn></msub><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mover accent="true"><mi mathvariant="bold">b</mi><mo>^</mo></mover></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mn>1</mn></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>K</mi></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(18)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\|\hat{\boldsymbol{\varepsilon}}\|^2=m_{y y}-2\left[\hat{\mathbf{b}}^{T}, \widehat{\mathbf{u}}_1^{T}, \cdots \widehat{\mathbf{u}}_K^{T}\right]\left[\begin{array}{c}
\mathbf{m}_0 \\
\mathbf{V}\left(\boldsymbol{\theta}_1\right) \mathbf{m}_1 \\
\vdots \\
\mathbf{V}\left(\boldsymbol{\theta}_K\right) \mathbf{m}_K
\end{array}\right]+\left[\hat{\mathbf{b}}^{T}, \widehat{\mathbf{u}}_1^{T}, \cdots \widehat{\mathbf{u}}_K^{T}\right] \mathbf{P}_0\left[\begin{array}{c}
\hat{\mathbf{b}} \\
\widehat{\mathbf{u}}_1 \\
\vdots \\
\widehat{\mathbf{u}}_K
\end{array}\right]  \tag{18}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord">∥</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7079em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">ε</span></span></span></span><span style="top:-3.0134em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8694em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">yy</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:5.46em;vertical-align:-2.48em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.98em;"><span style="top:-5.8275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.48em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:5.5779em;vertical-align:-2.5389em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.0389em;"><span style="top:-5.7686em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span></span></span><span style="top:-4.5686em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7086em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5086em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.5389em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:5.5779em;vertical-align:-2.5389em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">18</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mover accent="true"><mi mathvariant="bold">b</mi><mo>^</mo></mover></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo>^</mo></mover><mn>1</mn></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>K</mi></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>=</mo><msup><mi mathvariant="bold">P</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">m</mi><mn>0</mn></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">m</mi><mn>1</mn></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">m</mi><mi>K</mi></msub></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(19)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\left[\begin{array}{c}
\hat{\mathbf{b}}\\
\hat{\mathbf{u}}_1 \\
\vdots \\
\widehat{\mathbf{u}}_K
\end{array}\right]=\mathbf{P}^{-1}\left[\begin{array}{c}
\mathbf{m}_0 \\
\mathbf{V}\left(\boldsymbol{\theta}_1\right) \mathbf{m}_1 \\
\vdots \\
\mathbf{V}\left(\boldsymbol{\theta}_K\right) \mathbf{m}_K
\end{array}\right] \tag{19}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.5779em;vertical-align:-2.5389em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.0389em;"><span style="top:-5.7686em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9579em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span style="top:-3.2634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span></span></span><span style="top:-4.5686em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7079em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span style="top:-3.0134em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.2222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7086em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5086em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.5389em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:5.46em;vertical-align:-2.48em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.98em;"><span style="top:-5.8275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.48em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:5.5779em;vertical-align:-2.5389em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">19</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">P</mi><mn>0</mn></msub><mo>=</mo><mi mathvariant="bold">P</mi></mrow><annotation encoding="application/x-tex">\mathbf{P}_0=\mathbf{P}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">P</span></span></span></span>, 其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>k</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo fence="true">)</mo></mrow><mo>+</mo><mi mathvariant="bold">I</mi></mrow><annotation encoding="application/x-tex">\mathbf{V}\left(\boldsymbol{\theta}_k\right) \mathbf{M}_{k, k} \mathbf{V}\left(\boldsymbol{\theta}_k\right)+\mathbf{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">I</span></span></span></span> 被替换为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo fence="true">)</mo></mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>k</mi><mo separator="true">,</mo><mi>k</mi></mrow></msub><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo fence="true">)</mo></mrow></mrow><annotation encoding="application/x-tex">\mathbf{V}\left(\boldsymbol{\theta}_k\right) \mathbf{M}_{k, k} \mathbf{V}\left(\boldsymbol{\theta}_k\right)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span></span>。</p>
<ul>
<li><strong>步骤 3</strong>: 通过最大化 <code>式 (16)</code> 来估计<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Θ</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span></span></span></span></li>
</ul>
<p>因为 <code>式(16)</code> 不包括任何大小取决于 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 的矩阵，用于估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Θ</mi></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span></span></span></span> 的计算复杂度与 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 无关。然而，如果 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 很大，则 <code>步骤 (c)</code> 中的最大化速度太慢。为了减少这种计算成本，下一节开发了一种方法来按顺序估计每个 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>。</p>
<h4 id="4-2-2-顺序似然最大化">4.2.2 顺序似然最大化</h4>
<p>本节讨论通过对每个 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> 依次求解 <code>式(20)</code> 直到收敛使得似然值 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mtext>loglike</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><mi mathvariant="bold">Θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\text{loglike}_R(\boldsymbol{\Theta})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord text"><span class="mord">loglike</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="mclose">)</span></span></span></span> 最大化：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>=</mo><mi>arg</mi><mo>⁡</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub></munder><msub><mtext>loglike</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>∣</mo><msub><mi mathvariant="bold">Θ</mi><mrow><mo>−</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow></mtd><mtd width="50%"></mtd><mtd><mtext>(20)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\boldsymbol{\theta}_k = \arg \max_{\boldsymbol{\theta}_k}  \text{loglike}_R(\boldsymbol{\theta}_k \mid \boldsymbol{\Theta}_{−k})  \tag{20}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.608em;vertical-align:-0.858em;"></span><span class="mop">ar<span style="margin-right:0.01389em;">g</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.3479em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.858em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord text"><span class="mord">loglike</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span><span class="tag"><span class="strut" style="height:1.608em;vertical-align:-0.858em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">20</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">Θ</mi><mrow><mo>−</mo><mi>k</mi></mrow></msub><mo>∈</mo><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mrow><mi>k</mi><mo>−</mo><mn>1</mn></mrow></msub><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mrow><mi>k</mi><mo>+</mo><mn>1</mn></mrow></msub><mo separator="true">,</mo><mo>…</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\boldsymbol{\Theta}_{-k} \in \{\boldsymbol{\theta}_1, \ldots,  \boldsymbol{\theta}_{k-1}, \boldsymbol{\theta}_{k+1}, \ldots  \boldsymbol{\theta}_K \}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8944em;vertical-align:-0.2083em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>。</p>
<p>这种最大化需要评估 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold">P</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{P}^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">P</mi><mi mathvariant="normal">∣</mi></mrow><annotation encoding="application/x-tex">|\mathbf{P} |</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord mathbf">P</span><span class="mord">∣</span></span></span></span>，它们的复杂度都是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><mo stretchy="false">(</mo><mi>K</mi><mo>+</mo><mi>K</mi><mi>L</mi><msup><mo stretchy="false">)</mo><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}((K + KL)^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">((</span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mord mathnormal">L</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>；随着 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 的增长，复杂性迅速增加，而 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 被限制为最多 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>200</mn></mrow><annotation encoding="application/x-tex">200</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">200</span></span></span></span>。由于必须多次评估 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mtext>loglike</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>∣</mo><msup><mi mathvariant="bold">Θ</mi><mrow><mo>−</mo><mi>k</mi></mrow></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\text{loglike}_R(\boldsymbol{\theta}_k \mid \boldsymbol{\Theta}^{−k})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord text"><span class="mord">loglike</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.1751em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9251em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 以使其最大化，因此计算负担不可忽略。</p>
<p>为了降低计算成本，<code>第 4.2.2.1 节</code> 和 <code>第 4.2.2.2 节</code> 分别介绍了计算 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold">P</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{P}^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">P</mi><mi mathvariant="normal">∣</mi></mrow><annotation encoding="application/x-tex">|\mathbf{P}|</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord mathbf">P</span><span class="mord">∣</span></span></span></span> 的快速方法。尽管此部分假设以估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 为例，但同样的方法也可用于估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn></mrow></msub><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{\boldsymbol{\theta}_1,  \ldots,  \boldsymbol{\theta}_{K-1}\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mclose">}</span></span></span></span>。</p>
<p><strong>（1）快速计算包含 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold">P</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{P}^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 的项</strong></p>
<p>假设 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">m</mi><mrow><mo>−</mo><mi>K</mi></mrow></msub><mo>=</mo><msup><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="left left left left" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">m</mi><mn>0</mn><mi>T</mi></msubsup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">m</mi><mn>1</mn><mi>T</mi></msubsup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">m</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn></mrow><mi>T</mi></msubsup></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\mathbf{m}_{-K}=\left[\begin{array}{llll}\mathbf{m}_0^{T} &amp; \mathbf{m}_1^{T} &amp; \cdots &amp; \mathbf{m}_{K-1}^{T}\end{array}\right]^{T}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6528em;vertical-align:-0.2083em;"></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.4326em;vertical-align:-0.3507em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8507em;"><span style="top:-3.0093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4519em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2481em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8507em;"><span style="top:-3.0093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4519em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2481em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8507em;"><span style="top:-3.0093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="minner">⋯</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8507em;"><span style="top:-3.0093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3337em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">]</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.0819em;"><span style="top:-3.3036em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span></span> 。根据附录 1，包括逆 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold">P</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{P}^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbf">P</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 的 <code>式（9）</code> 可以表示为：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mover accent="true"><mi mathvariant="bold">b</mi><mo stretchy="true">^</mo></mover></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mn>1</mn></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">u</mi><mo stretchy="true">^</mo></mover><mi>K</mi></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mover accent="true"><mi mathvariant="bold">v</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msubsup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn mathvariant="bold">0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn mathvariant="bold">0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><msup><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><msup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">m</mi><mrow><mo>−</mo><mi>K</mi></mrow></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">m</mi><mi>K</mi></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>−</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msubsup><msubsup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi mathvariant="bold">V</mi><msup><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><msup><mrow><mo fence="true">(</mo><mi mathvariant="bold">V</mi><msup><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mn>2</mn></msup><mo>+</mo><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup><mrow><mo fence="true">[</mo><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow><mo>∗</mo></msubsup><msub><mi mathvariant="bold">m</mi><mrow><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup><msub><mi mathvariant="bold">m</mi><mi>K</mi></msub><mo fence="true">]</mo></mrow></mrow></mstyle></mtd></mtr></mtable></mtd><mtd width="50%"></mtd><mtd><mtext>(21)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{aligned}
&amp; {\left[\begin{array}{c}
\widehat{\mathbf{b}} \\
\widehat{\mathbf{u}}_1 \\
\vdots \\
\widehat{\mathbf{u}}_K
\end{array}\right]=\left[\begin{array}{cc}
\widetilde{\mathbf{v}}_{-K}^{-1} &amp; \mathbf{0} \\
\mathbf{0} &amp; \mathbf{V}\left(\boldsymbol{\theta}_K\right)^{-1}
\end{array}\right] \mathbf{Q}^{-1}\left[\begin{array}{c}
\mathbf{m}_{-K} \\
\mathbf{m}_K
\end{array}\right]} \\
&amp; -\left[\begin{array}{c}
\widetilde{\mathbf{V}}_{-K}^{-1} \mathbf{Q}_{-K, K}^* \\
\mathbf{V}\left(\boldsymbol{\theta}_K\right)^{-1} \mathbf{Q}_{K, K}^*
\end{array}\right]\left(\mathbf{V}\left(\boldsymbol{\theta}_K\right)^2+\mathbf{Q}_{K, K}^*\right)^{-1}\left[\mathbf{Q}_{K,-K}^* \mathbf{m}_{-K}+\mathbf{Q}_{K, K}^* \mathbf{m}_K\right] \tag{21} \\
\end{aligned}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:9.1545em;vertical-align:-4.3272em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8272em;"><span style="top:-6.8272em;"><span class="pstrut" style="height:5.0272em;"></span><span class="mord"></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:5.0272em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.3272em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8272em;"><span style="top:-6.8272em;"><span class="pstrut" style="height:5.0272em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.0272em;"><span style="top:-5.7803em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9344em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">b</span></span><span class="svg-align" style="top:-3.6944em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span></span></span><span style="top:-4.5803em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7203em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5203em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6844em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">u</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.24em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.24em" viewBox="0 0 1062 239" preserveAspectRatio="none"><path d="M529 0h5l519 115c5 1 9 5 9 10 0 1-1 2-1 3l-4 22
c-1 5-5 9-11 9h-2L532 67 19 159h-2c-5 0-9-4-11-9l-5-22c-1-6 2-12 8-13z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.5272em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5141em;"><span style="top:-3.6599em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7044em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">v</span></span><span class="svg-align" style="width:calc(100% - 0.0556em);margin-left:0.0556em;top:-3.4444em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3459em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathbf">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0141em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5141em;"><span style="top:-3.6599em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathbf">0</span></span></span><span style="top:-2.3459em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0141em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.45em;"><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.95em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:5.0272em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6115em;"><span style="top:-3.6654em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.2999em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.1115em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size4">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">(</span></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7387em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3831em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">)</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.354em;"><span style="top:-3.6029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">[</span></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7387em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3831em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7387em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3831em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathbf">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">]</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.3272em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:9.1545em;vertical-align:-4.3272em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">21</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>其中:</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow></msub><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="left left left left" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi mathvariant="bold">I</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">V</mi><mn>1</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋱</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">V</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn></mrow></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow><annotation encoding="application/x-tex">\widetilde{\mathbf{V}}_{-K}=\left[\begin{array}{llll}\mathbf{I} &amp; &amp; &amp; \\ &amp; \mathbf{V}_1 &amp; &amp; \\ &amp; &amp; \ddots &amp; \\ &amp; &amp; &amp; \mathbf{V}_{K-1}\end{array}\right]
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1544em;vertical-align:-0.2083em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:4.8em;vertical-align:-2.15em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.65em;"><span style="top:-4.65em;"><span class="pstrut" style="height:6.8em;"></span><span style="width:0.667em;height:4.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="4.800em" viewBox="0 0 667 4800"><path d="M403 1759 V84 H666 V0 H319 V1759 v1200 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1200 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.65em;"><span style="top:-4.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathbf">I</span></span></span><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-1.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.15em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.65em;"><span style="top:-4.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-1.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.15em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.65em;"><span style="top:-4.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="minner">⋱</span></span></span><span style="top:-1.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.15em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.65em;"><span style="top:-4.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-1.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.15em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.65em;"><span style="top:-4.65em;"><span class="pstrut" style="height:6.8em;"></span><span style="width:0.667em;height:4.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="4.800em" viewBox="0 0 667 4800"><path d="M347 1759 V0 H0 V84 H263 V1759 v1200 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1200 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.15em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi mathvariant="bold">Q</mi><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow><annotation encoding="application/x-tex">\mathbf{Q}=\left[\begin{array}{cc}\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2} &amp; \widetilde{\mathbf{M}}_{-K, K} \\ \widetilde{\mathbf{M}}_{K,-K} &amp; \mathbf{M}_{K, K}\end{array}\right]
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8805em;vertical-align:-0.1944em;"></span><span class="mord mathbf">Q</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.6122em;vertical-align:-1.0561em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5561em;"><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3039em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0561em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5561em;"><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3039em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0561em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span></span></span></span></span></p>
<p>并且：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mn>0</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mn>1</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mn>0</mn><mo separator="true">,</mo><mi>K</mi><mo>−</mo><mn>1</mn></mrow></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mn>1</mn><mo separator="true">,</mo><mn>0</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msub><mi mathvariant="bold">M</mi><mrow><mn>1</mn><mo separator="true">,</mo><mn>1</mn></mrow></msub><mo>+</mo><msubsup><mi mathvariant="bold">V</mi><mn>1</mn><mrow><mo>−</mo><mn>2</mn></mrow></msubsup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mn>1</mn><mo separator="true">,</mo><mi>K</mi><mo>−</mo><mn>1</mn></mrow></msub></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋱</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi><mi mathvariant="normal">⋮</mi><mpadded height="0em" voffset="0em"><mspace mathbackground="black" width="0em" height="1.5em"></mspace></mpadded></mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn><mo separator="true">,</mo><mn>0</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn><mo separator="true">,</mo><mn>1</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn><mo separator="true">,</mo><mi>K</mi><mo>−</mo><mn>1</mn></mrow></msub><mo>+</mo><msubsup><mi mathvariant="bold">V</mi><mrow><mi>K</mi><mo>−</mo><mn>1</mn></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup></mrow></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow><annotation encoding="application/x-tex">\widetilde{\mathbf{M}}_{-K,-K}= \left[\begin{array}{ccccc}\mathbf{M}_{0,0} &amp; \mathbf{M}_{0,1} &amp; &amp; \cdots &amp; \mathbf{M}_{0, K-1} \\ \mathbf{M}_{1,0} &amp; \mathbf{M}_{1,1}+\mathbf{V}_1^{-2} &amp; &amp; \cdots &amp; \mathbf{M}_{1, K-1} \\ \vdots &amp; \vdots &amp; \ddots &amp; &amp; \vdots \\ \mathbf{M}_{K-1,0} &amp; \mathbf{M}_{K-1,1} &amp; \cdots &amp; \mathbf{M}_{K-1, K-1}+\mathbf{V}_{K-1}^{-2}\end{array}\right]
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2322em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:5.4885em;vertical-align:-2.4942em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M403 1759 V84 H666 V0 H319 V1759 v1800 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9942em;"><span style="top:-5.8417em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5533em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4942em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9942em;"><span style="top:-5.8417em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4337em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2663em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span><span style="top:-1.5533em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4942em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9942em;"><span style="top:-5.6542em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"></span></span><span style="top:-4.44em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"></span></span><span style="top:-2.58em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋱</span></span></span><span style="top:-1.3658em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4942em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9942em;"><span style="top:-5.6542em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span><span style="top:-4.44em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="minner">⋯</span></span></span><span style="top:-2.58em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"></span></span><span style="top:-1.3658em;"><span class="pstrut" style="height:3.5em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4942em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9942em;"><span style="top:-5.8417em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">0</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.6275em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.7675em;"><span class="pstrut" style="height:3.6875em;"></span><span class="mord"><span class="mord"><span class="mord">⋮</span><span class="mord rule" style="border-right-width:0em;border-top-width:1.5em;bottom:0em;"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.28em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.95em;"><span style="top:-4.95em;"><span class="pstrut" style="height:7.4em;"></span><span style="width:0.667em;height:5.400em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="5.400em" viewBox="0 0 667 5400"><path d="M347 1759 V0 H0 V84 H263 V1759 v1800 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v1800 v1759 h84z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.45em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub><mo>=</mo><msup><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="left left left left" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mn>0</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mn>1</mn></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mo lspace="0em" rspace="0em">⋯</mo></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi><mo>−</mo><mn>1</mn></mrow></msub></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup></mrow><annotation encoding="application/x-tex">\widetilde{\mathbf{M}}_{-K, K}=\left[\begin{array}{llll}\mathbf{M}_{K, 0} &amp; \mathbf{M}_{K, 1} &amp; \cdots &amp; \mathbf{M}_{K, K-1}\end{array}\right]^{\prime}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2322em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.3418em;vertical-align:-0.35em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">0</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="minner">⋯</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">]</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9918em;"><span style="top:-3.3029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span></span></span></span></span></p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow><mo>∗</mo></msubsup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow><mo>∗</mo></msubsup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>=</mo><msup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\left[\begin{array}{cc}\mathbf{Q}_{-K,-K}^* &amp; \mathbf{Q}_{-K, K}^* \\ \mathbf{Q}_{K,-K}^* &amp; \mathbf{Q}_{K, K}^*\end{array}\right]=\mathbf{Q}^{-1}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.5029em;vertical-align:-1.0014em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5014em;"><span style="top:-3.6614em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0014em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5014em;"><span style="top:-3.6614em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0014em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0585em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span></span></p>
<p>不同于 <code>式（19）</code>，<code>式(21)</code> 不包含对大矩阵 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 的求逆运算。<code>式(21)</code> 依然有 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{Q}^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0085em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span>，但其复杂度为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><mo stretchy="false">(</mo><mi>K</mi><mo>+</mo><mi>K</mi><mi>L</mi><msup><mo stretchy="false">)</mo><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}((K+KL)^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">((</span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mord mathnormal">L</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>。由于 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Q</mi></mrow><annotation encoding="application/x-tex">\mathbf{Q}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8805em;vertical-align:-0.1944em;"></span><span class="mord mathbf">Q</span></span></span></span> 矩阵不包含<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，如果只对 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold">Q</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\mathbf{Q}^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0085em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 进行一次求值，则可以在迭代计算中将其固定，使 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mtext>loglike</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>∣</mo><msub><mi mathvariant="bold">Θ</mi><mrow><mo>−</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\text{loglike}_R(\boldsymbol{\theta}_k \mid \boldsymbol{\Theta}_{−k})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord text"><span class="mord">loglike</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 最大化。迭代计算中计算量最大的部分是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><mi mathvariant="bold">V</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><msup><mo stretchy="false">)</mo><mn>2</mn></msup><mo>+</mo><msubsup><mi mathvariant="bold">Q</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow><mo>∗</mo></msubsup><msup><mo stretchy="false">)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">(\mathbf{V}(\boldsymbol{\theta}_K)^2 + \mathbf{Q}^*_{K,K})^{−1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2255em;vertical-align:-0.4114em;"></span><span class="mord"><span class="mord mathbf">Q</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6887em;"><span style="top:-2.4247em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4114em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span>， 其计算成本为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><msup><mi>L</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}(L^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>，在 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi><mo>≤</mo><mn>200</mn></mrow><annotation encoding="application/x-tex">L ≤ 200</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8193em;vertical-align:-0.136em;"></span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">200</span></span></span></span> 约束下这是微不足道的。</p>
<p><strong>（2）快速计算 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">P</mi><mi mathvariant="normal">∣</mi></mrow><annotation encoding="application/x-tex">|\mathbf{P}|</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord mathbf">P</span><span class="mord">∣</span></span></span></span></strong></p>
<p>如 <code>附录 2</code> 所示，<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">P</mi><mi mathvariant="normal">∣</mi></mrow><annotation encoding="application/x-tex">|\mathbf{P}|</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord mathbf">P</span><span class="mord">∣</span></span></span></span> 可以扩展如下：</p>
<p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable width="100%"><mtr><mtd width="50%"></mtd><mtd><mtable rowspacing="0.25em" columnalign="center" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">P</mi><mi mathvariant="normal">∣</mi><mo>=</mo><msup><mrow><mo fence="true">∣</mo><msub><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow></msub><mo fence="true">∣</mo></mrow><mn>2</mn></msup><msup><mrow><mo fence="true">∣</mo><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mo fence="true">∣</mo></mrow><mn>2</mn></msup><mrow><mo fence="true">∣</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><mo fence="true">∣</mo></mrow><mo>∣</mo><mi mathvariant="bold">V</mi><msup><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>+</mo><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mo>−</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><msup><mrow><mo fence="true">(</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub><mo>∣</mo><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable></mtd><mtd width="50%"></mtd><mtd><mtext>(22)</mtext></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{gathered}
|\mathbf{P}|=\left|\widetilde{\mathbf{V}}_{-K}\right|^2\left|\mathbf{V}\left(\boldsymbol{\theta}_K\right)\right|^2\left|\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2}\right| \mid \mathbf{V}\left(\boldsymbol{\theta}_K\right)^{-2}+\mathbf{M}_{K, K} \\
-\widetilde{\mathbf{M}}_{K,-K}\left(\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2}\right)^{-1} \widetilde{\mathbf{M}}_{-K, K} \mid .
\end{gathered} \tag{22}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.608em;vertical-align:-2.054em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.554em;"><span style="top:-4.554em;"><span class="pstrut" style="height:3.354em;"></span><span class="mord"><span class="mord">∣</span><span class="mord mathbf">P</span><span class="mord">∣</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.354em;"><span style="top:-3.6029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">∣</span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mclose delimcenter" style="top:0em;">∣</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.4163em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.342em;"><span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.354em;"></span><span class="mord"><span class="mord">−</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">(</span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.4163em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.342em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">)</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.354em;"><span style="top:-3.6029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.054em;"><span></span></span></span></span></span></span></span></span><span class="tag"><span class="strut" style="height:4.608em;vertical-align:-2.054em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">22</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><msub><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow></msub><msup><mi mathvariant="normal">∣</mi><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">|\widetilde{\mathbf{V}}_{-K}|^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1961em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord">∣</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow><msup><mi mathvariant="normal">∣</mi><mn>2</mn></msup></mrow><annotation encoding="application/x-tex">|\mathbf{V}\left(\boldsymbol{\theta}_K\right)|^2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">∣</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span> 的计算是即时的，因为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\widetilde{\mathbf{V}}_{-K}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1544em;vertical-align:-0.2083em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">V</mi><mrow><mo fence="true">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><mo fence="true">)</mo></mrow></mrow><annotation encoding="application/x-tex">\mathbf{V}\left(\boldsymbol{\theta}_K\right)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">)</span></span></span></span></span>  是对角矩阵。计算 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo fence="true">∣</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><mo fence="true">∣</mo></mrow><annotation encoding="application/x-tex">\left|\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2}\right|</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mrow><mo fence="true">(</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\left(\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2}\right)^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.004em;vertical-align:-0.65em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">(</span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">)</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.354em;"><span style="top:-3.6029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 的复杂度是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mrow><mo fence="true">(</mo><mo stretchy="false">(</mo><mi>K</mi><mo>+</mo><mo stretchy="false">(</mo><mi>K</mi><mo>−</mo><mn>1</mn><mo stretchy="false">)</mo><mi>L</mi><msup><mo stretchy="false">)</mo><mn>3</mn></msup><mo fence="true">)</mo></mrow></mrow><annotation encoding="application/x-tex">\mathcal{O}\left((K+(K-1) L)^3\right)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">(</span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">1</span><span class="mclose">)</span><span class="mord mathnormal">L</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">)</span></span></span></span></span></span>， 比较大。然而，由于这些矩阵不包括 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>，因此可以在参数估计之前对其进行评估。毕竟似然最大化中必须迭代的最苛刻的计算是 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∣</mi><mi mathvariant="bold">V</mi><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub><msup><mo stretchy="false">)</mo><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>+</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub><mi mathvariant="normal">∣</mi></mrow><annotation encoding="application/x-tex">|\mathbf{V}(\boldsymbol{\theta}_K)^{−2} + \widetilde{\mathbf{M}}_{K,K}|</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord">∣</span><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2322em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mord">∣</span></span></span></span>, 其中 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub><mo>=</mo><msub><mi mathvariant="bold">M</mi><mrow><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub><mo>−</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo stretchy="false">(</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><msup><mo stretchy="false">)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mi>K</mi></mrow></msub></mrow><annotation encoding="application/x-tex">\widetilde{\mathbf{M}}_{K,K} = \mathbf{M}_{K,K} − \widetilde{\mathbf{M}}_{K,-K}(\widetilde{\mathbf{M}}_{-K,-K} + \widetilde{\mathbf{V}}_{−K}^{−2})^{−1} \widetilde{\mathbf{M}}_{-K,K}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2322em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.9722em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord mathbf">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.2322em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.298em;vertical-align:-0.3519em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span></span> 提前给出。此行列式的计算复杂度为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>O</mi><mo stretchy="false">(</mo><msup><mi>L</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">O(L^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>。</p>
<p>总之，如果提前处理不包含 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> 的矩阵和向量，则包含在函数 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mtext>loglike</mtext><mi>R</mi></msub><mo stretchy="false">(</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>k</mi></msub><mo>∣</mo><msub><mi mathvariant="bold">Θ</mi><mrow><mo>−</mo><mi>k</mi></mrow></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\text{loglike}_R(\boldsymbol{\theta}_k\mid\boldsymbol{\Theta}_{−k})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord text"><span class="mord">loglike</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2342em;"><span style="top:-2.4559em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.00773em;">R</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2441em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 中的 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo fence="true">∣</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><mo fence="true">∣</mo></mrow><annotation encoding="application/x-tex">\left|\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2}\right|</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.8em;vertical-align:-0.65em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.15em;"><span style="top:-3.15em;"><span class="pstrut" style="height:3.8em;"></span><span style="width:0.333em;height:1.800em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.333em" height="1.800em" viewBox="0 0 333 1800"><path d="M145 15 v585 v600 v585 c2.667,10,9.667,15,21,15
c10,0,16.667,-5,20,-15 v-585 v-600 v-585 c-2.667,-10,-9.667,-15,-21,-15
c-10,0,-16.667,5,-20,15z M188 15 H145 v585 v600 v585 h43z" /></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.65em;"><span></span></span></span></span></span></span></span></span></span></span> 和 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mrow><mo fence="true">(</mo><msub><mover accent="true"><mi mathvariant="bold">M</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi><mo separator="true">,</mo><mo>−</mo><mi>K</mi></mrow></msub><mo>+</mo><msubsup><mover accent="true"><mi mathvariant="bold">V</mi><mo stretchy="true">~</mo></mover><mrow><mo>−</mo><mi>K</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msubsup><mo fence="true">)</mo></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\left(\widetilde{\mathbf{M}}_{-K,-K}+\widetilde{\mathbf{V}}_{-K}^{-2}\right)^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.004em;vertical-align:-0.65em;"></span><span class="minner"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size2">(</span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">M</span></span><span class="svg-align" style="width:calc(100% - 0.1667em);margin-left:0.1667em;top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span><span class="mpunct mtight">,</span><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9461em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf" style="margin-right:0.01597em;">V</span></span><span class="svg-align" style="top:-3.6861em;"><span class="pstrut" style="height:3em;"></span><span style="height:0.26em;"><svg xmlns="http://www.w3.org/2000/svg" width="100%" height="0.26em" viewBox="0 0 600 260" preserveAspectRatio="none"><path d="M200 55.538c-77 0-168 73.953-177 73.953-3 0-7
-2.175-9-5.437L2 97c-1-2-2-4-2-6 0-4 2-7 5-9l20-12C116 12 171 0 207 0c86 0
 114 68 191 68 78 0 168-68 177-68 4 0 7 2 9 5l12 19c1 2.175 2 4.35 2 6.525 0
 4.35-2 7.613-5 9.788l-19 13.05c-92 63.077-116.937 75.308-183 76.128
-68.267.847-113-73.952-191-73.952z" /></svg></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.4065em;margin-left:-0.016em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3519em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size2">)</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.354em;"><span style="top:-3.6029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span> 的计算复杂度都会变为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>O</mi><mo stretchy="false">(</mo><msup><mi>L</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">O(L^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>。</p>
<h3 id="4-3-总结">4.3 总结</h3>
<p>本文方法总结在 <code>图 1</code> 中。在建模步骤中，我们应用</p>
<ul>
<li>
<p>(1) 降阶，每个空间变系数表示为 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>L</mi></mrow><annotation encoding="application/x-tex">L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span> 个近似特征向量 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><mi mathvariant="bold">E</mi><mo>^</mo></mover></mrow><annotation encoding="application/x-tex">\hat{\mathbf{E}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9495em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9495em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathbf">E</span></span><span style="top:-3.2551em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.1667em;"><span class="mord">^</span></span></span></span></span></span></span></span></span></span> （<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>×</mo><mi>L</mi></mrow><annotation encoding="application/x-tex">N × L</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal">L</span></span></span></span>）的线性组合。在估计步骤中，我们首先应用</p>
</li>
<li>
<p>(2) 预压缩，空间变系数模型被压缩成 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi>K</mi><mn>2</mn></msup><mo stretchy="false">(</mo><mi>L</mi><mo>+</mo><mn>1</mn><msup><mo stretchy="false">)</mo><mn>2</mn></msup><mo>+</mo><mi>K</mi><mo>+</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">K^2(L + 1)^2 + K +1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">L</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord">1</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> 个内积，见 <code>第 4.2.1 节</code> 的步骤 (1) 中。由于这一步，似然评估的计算成本与 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 无关。</p>
</li>
<li>
<p>(3) 顺序估计加速了似然最大化。 <code>步骤 (3)</code> 中的估计迭代处理 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">O</mi><mo stretchy="false">(</mo><msup><mi>L</mi><mn>3</mn></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{O}(L^3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathcal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> 。因为成本与 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 无关，所以即使 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 非常大，估计也很快。</p>
<p>然而，计算成本随着 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 的增长而增加。这个结果是因为大 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07153em;">K</span></span></span></span> 增加了迭代次数来依次估计 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">θ</mi><mn>1</mn></msub><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><msub><mi mathvariant="bold-italic">θ</mi><mi>K</mi></msub></mrow><annotation encoding="application/x-tex">\boldsymbol{\theta}_1, \ldots, \boldsymbol{\theta}_K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">θ</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">K</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>。如前所述，可以通过仅将空间变系数应用于某些重点解释变量来降低计算成本。</p>
</li>
</ul>
<p><img src="https://xishansnowblog.oss-cn-beijing.aliyuncs.com/images/images/stats-20221215164653-75e3.webp" alt="Figure01"></p>
<blockquote>
<p>图 1：本文所提出方法的概述</p>
</blockquote>
<h2 id="5-蒙特卡洛模拟实验">5  蒙特卡洛模拟实验</h2>
<p>本节将本文方法与现有方法在计算时间和估计精度方面进行比较。我们部署了三个模拟实验。第一个实验将本文方法与假设 N ≤ 4,000 的原始 M-SVC、地理加权回归和 FBGWR 方法进行比较。第二个模拟比较（相对）快速方法，包括地理加权回归和 M-SVC，假设 6,000 ≤ N ≤ 12,000。第三个实验检查本文方法在更大样本（20,000 ≤ N ≤ 100,000）下的性能。在本节中，我们使用 Mac Pro（3.5 GHz、6 核 Intel Xeon E5 处理器和 64 GB 内存）。 R（版本 3.6.2；<a target="_blank" rel="noopener" href="https://cran.r-project.org/%EF%BC%89%E7%94%A8%E4%BA%8E%E6%A8%A1%E5%9E%8B%E4%BC%B0%E8%AE%A1%E3%80%82">https://cran.r-project.org/）用于模型估计。</a> GWmodel 包（版本 2-0.5；参见 Lu et al., 2014）用于估计地理加权回归和多尺度地理加权回归模型。</p>
<h3 id="5-1-使用相对较小的样本进行模拟-N-≤-4-000">5.1 使用相对较小的样本进行模拟 (N ≤ 4,000)</h3>
<!--
#### 5.1.1 大纲

合成数据 {y, x1, \ldots  x_k} 是从

y = \sum x_k \circ \beta_k K k=1 + \varepsilon, x_k\sim \mathcal{N}(0, I), \varepsilon\sim \mathcal{N}(0, \sigma^2I),

其中 \beta_k 是使用以下空间移动平均规范生成的：

\beta_k = 1 + C̃\varepsilonk, \varepsilonk\sim \mathcal{N}(0, I),

其中 C̃ 是邻近矩阵的行标准化版本，其第 (i, j) 个元素等于 \exp(-d(\mathbf{s}_i, \mathbf{s}_j))。空间坐标取自两个独立的正态随机变量。2 残差方差 \sigma^2 由 0.3\mathbb{V}ar[\sum x_k \circ \beta_k kK=1 ] 给出；在这种情况下，该模型的 R 平方始终为 \mathbb{V}ar[\sum x_k \circ \beta_k kK=1 ]/1.3\mathbb{V}ar[\sum x_k \circ \beta_k kK=1 ] = 1/1.3 ≈ 0.77。由于我们初步分析表明、sigma^2 对估计精度的影响较小，故此后固定。

本节比较了 32 个案例的空间变系数建模方法，包括 N \in  {500, 1,000, 1,500, 2,000, 2,500, 3,000, 3,500, 4,000} 和 K \in  {2, 4, 6, 8}。在每种情况下，估计都涉及 200 次迭代。

估计精度使用均方根误差 (RMSE) 和偏差进行评估，其公式由下式给出

RMS\mathbb{E}[β̂k(\mathbf{s}_i)] = √ 1 NP \sum \sum (\beta_k(\mathbf{s}_i) − β̂k(\mathbf{s}_i))2

偏差[β̂k(\mathbf{s}_i)] = 1 NP \sum \sum (\beta_k(\mathbf{s}_i) − β̂k(\mathbf{s}_i)) 200 p=1 N i=1 。

#### 5.1.2 结果

本节首先量化以下三个近似的影响：（i）本征近似，（ii）预压缩，和（iii）顺序估计。

关于 (i)，比较了原始 M-SVC 模型 (M-SVC) 和我们的具有特征近似的 M-SVC (M-SVC(i))。图 2 描绘了 RMSE 和偏差。实线和虚线分别表示 M-SVC(i) 和原始 M-SVC 的结果。这些数字表明它们的 RMSE 和偏差几乎相同。图 3 显示了用两种方法估计的空间变系数之间的平均相关系数。最小值 0.985 出现在 N = 500 和 K = 8 时。相关系数随着 N 的增加而增加，并且在 N = 4,000 时所有情况下的值都大于 0.997。这些结果证实，由于 (i) Moran 特征向量近似引起的误差非常小。

近似的计算增益是巨大的。因为特征分解的计算成本快速增加——它是 N3 的量级——原始的 M-SVC 方法对于大样本是不可行的，比如 N &gt; 10,000。我们基于 Nystrom 扩展（参见 Murakami 和 Griffith，2018）的本征近似的成本仅相对于 N 线性增加；它可用于大样本。总之，本征近似以小的近似误差大大加速了计算。

关于 (ii)，预压缩，和 (iii)，顺序估计，我们比较 M-SVC(i)，M-SVC(ii) 使用 (i)-(ii)，和 M-SVC (iii)使用 (i)-(iii)。由于此处的计算负担，模拟仅使用 20 次迭代。

图 4 和图 5 比较了 M-SVC(i)/M-SVC(ii) 和 MSVC(iii) 之间的偏差和 RMSE。3 每种方法都表明相似的偏差和 RMSE 值。个案间的偏差很小。 RMSE 随着 N 的增加和 K 的减少而减少。图 6 绘制了 M-SVC(i)/M-SVC(ii) 和 M-SVC(iii) 的空间变系数估计之间的最小（即最差）相关系数。当 N = 500 且 K = 8 时，最小值为 0.958。当 1,000 ≤ N 时，该值始终大于 0.990。经验证，（iii）引入的错误，即顺序估计，是相当小的，而（ii）不会产生任何错误。

此外，图 3 和图 6 中总结的相关系数表明，用原始 M-SVC 和我们的 M-SVC (iii) 估计的空间变系数几乎相同。这一结果表明 M-SVC 方法的准确性优于标准地理加权回归且与多尺度地理加权回归相同，适用于 M-SVC(iii)（参见 Murakami 等，2018 年）。

图 7 比较了 M-SVC(i)、M-SVC(ii)、M-SVC(iii)、地理加权回归和多尺度地理加权回归的计算时间。当 K ≥ 6 时，M-SVC(i) 最慢，而当 K ≤ 4 时，多尺度地理加权回归最慢。虽然 M-SVC(ii) 比 M-SVC(i) 快，但它仍然很慢。例如，当 N = 4,000 且 K = 8 时，M-SVC(ii) 耗时 2,903 秒，M-SVC(i) 耗时 5,270 秒。这些结果表明 (i) 本征近似和 (ii) 预压缩不足以进行快速空间变系数估计。然而，M-SVC(iii) 比 M-SVC(i) 或 M-SVC(ii) 快得多。当 N = 4,000 且 K = 8 时，其估计平均耗时 453.6 秒。然而，它比地理加权回归慢，后者在相同情况下平均仅花费 195.1 秒。

### 5.2 大样本模拟（5,000 ≤ N ≤ 100,000）

#### 5.2.1 大纲

本节比较了 MSVC(iii) 的估计精度和计算时间，当 N 较小时，MSVC(iii) 被发现准确且相对较快，而地理加权回归使用大样本。没有比较多尺度地理加权回归，因为它对于大 N 在计算上太昂贵了。大的合成数据是用 Eqs 生成的。 (27) 和 (28)：

y = \sum x_k \circ \beta_k K k=1 + \varepsilon, \varepsilon\sim \mathcal{N}(0, \sigma^2I),

\beta_k = 1 + Ê+γk, γk\sim \mathcal{N}(0, ̂ Λ+ \alpha_k )。

其中，如果 k &gt; 1，x_k 是从 N(0, I) 中随机生成的，如果 k = 1，则 x_k = 1。为了在合理的时间范围内生成空间变系数模型，\beta_k 是从 Ê+γk 生成的，其中 Ê+ 是 N ×正特征值对应的莫兰特征向量的 L+ 矩阵， ̂ Λ+ 是正特征值的 L+ × L+ 对角矩阵（即 λ̂l &gt; 0）。 Ê+ 和 ̂ Λ+ 生成如下：(a) L 结点的特征对由方程式生成。 (12) 和 (13) 使用 CL，它是 2,000 × 2,000 矩阵，其第 (i, j) 个元素等于 \exp(-d(\mathbf{s}_i, \mathbf{s}_j))； (b) 对应于 λ̂ ≤ 0 的特征对被消除。因此，\beta_k 由最多使用 2,000 个对应于 λ̂l &gt; 0 的特征向量的正相关空间过程给出。我们的初步分析表明，即使当 N = 100,000 时，满足 λ̂ &gt; 0 的特征值的数量几乎总是小于 2,000。更糟糕的是，考虑到计算成本，最多 2,000 个特征向量的假设是合理的。请注意，2,000 个特征向量仅用于数据生成；与之前一样，最多使用 200 个特征向量进行 M-SVC 模型估计。

\alpha_k 参数决定了 \beta_k 的空间尺度。为了检验尺度对估计精度的影响，假设前 K/2 个 SVCs 的\alpha_k=2 代表大尺度，剩下的 K/2 个 SVCs\alpha_k=0.5 代表小尺度。此后，第 5.2.2 节比较了 M-SVC(iii) 和地理加权回归，假设 N ≤ 12,000。第 5.2.3 节将 M-SVC(iii) 应用于更大的样本。在这两个部分中，估计在每种情况下都涉及 200 次迭代。

#### 5.2.2 结果（N≤12,000）

本节将 M-SVC(iii) 与地理加权回归进行比较，假设 N \in  {6,000, 9,000, 12,000} 和 K \in  {2, 4, 6, 8}。

图 8 描绘了大型空间变系数模型（左）和小型空间变系数模型（右）的平均偏差。该结果表明，无论规模如何，偏差都非常小。图 9 显示了平均 RMSE。该结果表明，如果空间变系数具有大比例尺地图模式，则 M-SVC(iii) 的 RMSE 比地理加权回归的 RMSE 小得多。实际上，如图 10 所示，M-SVC(iii) 几乎完美地估计了大规模空间变系数模型，而地理加权回归估计相对于真实值有一些噪声模式。结果是合理的，因为 M-SVC(iii) 使用前 L 个特征向量来描述由 Moran 系数解释的 L 个最大比例尺地图模式（参见 Griffith，2003）。

尽管 M-SVC(iii) 仅考虑 L 个大尺度特征向量，但 M-SVC(iii) 对小尺度 \beta_k 估计的准确性仍然优于地理加权回归的估计。这可能是因为 M-SVC(iii) 估计每个 \beta_k 的尺度 \alpha_k，而地理加权回归估计所有 \beta_k 的共同尺度/带宽。一个发现是 M-SVC(iii) 的准确性随着 N 的增加而下降。这是因为 M-SVC(iii) 将 L 限制在不超过 200（见第 4.1 节），而这 200 个特征向量解释了大规模变化。克服这一局限性是未来的一项重要任务。尽管如此，真正的小规模空间变系数和 M-SVC(iii) 估计的那些在视觉上非常相似（图 10），而地理加权回归估计往往比真实分布更模糊，这可能是由于它假设 \beta_ks 之间的规模相同。

因此，至少当 N ≤ 12,000 时，M-SVC(iii) 的准确性得到验证。下一小节总结了计算时间的比较。

#### 5.2.3 结果（N≤100,000）

上一节表明，随着 N 的增加，小规模 \beta_k 的 M-SVC(iii) 精度降低。为了阐明 M-SVC(iii) 估计对于更大的样本是否仍然准确且在计算上易于处理，我们使用 N \in  {20,000, 40,000, 70,000, 100,000} 和 K \in  {2, 4, 6, 8} 进行了另一次模拟，假设用于第 5.2.2 节的相同数据生成过程。

绘制偏差的图 11（左）显示偏差很小，尤其是当 20,000 ≤ N 时。图 11（右）总结了 RMSE，表明 \alpha_k = 2.0 的大规模空间变系数的 RMSE 随着 N 的增加而下降，拥有到大样本，使空间变系数的识别变得容易。如图 12 所示，大规模空间变系数估计与真实值之间的相关系数非常接近 1.00，这证实了估计的准确性。实际上，如图 13 所示，真正的大规模空间变系数和估计值在视觉上无法区分。

对于 \alpha_k = 0.5 的小规模空间变系数模型，由于 L 固定，估计精度随着 N 的增加而降低，如前所述。然而，当 40,000 ≤ N 时，RMSE 增加非常小。因此，即使当 N = 100,000 时，真实和估计空间变系数之间的平均相关系数约为 0.83。由于 N 较大，即使空间变系数的数量 K 增加到 8，估计精度几乎相同。图 13 直观地表明 M-SVC 成功地估计了与真实值相似的小规模模式.这些结果证实，即使 N 很大，本文方法也可以合理准确地估计大型和小型空间变系数模型。然而，估计的空间变系数比真实值稍微模糊。在节省计算时间的同时缓解这个问题是重要的下一步。

最后，图 14 总结了地理加权回归和 M-SVC(iii) 的计算时间。尽管地理加权回归对于小样本来说速度很快，如第 5.1.2 节所示，但由于涉及带宽优化，其计算时间会随着 N 的增长而迅速增加。相比之下，在以下情况下，计算时间的增加出奇地慢

相反，在 M-SVC(iii) 的情况下，计算时间的增加出奇地慢。例如，当 K = 8 时，如果 N 从 9,000 增加到 100,000，则平均计算时间从 534 秒增加到 835 秒。这种计算效率是因为本文方法在（i）特征近似和（ii）预压缩步骤中处理 N 个样本，但这些步骤只需要一次，并且它们的计算成本都是 O(N ).这就是计算时间增长呈线性且缓慢的原因。尽管这些线性增加解释了 (i) 和 (ii) 的成本，但独立于 N 所需的计算时间解释了 (iii) 的成本，即顺序估计。根据图 14，在 K = 8 的情况下，(iii) 的计算时间约为 500 秒。因此，尽管此步骤需要对 16 个参数进行数值估计，但 (iii) 的计算成本（估计）也非常小 { \boldsymbol{\theta}_1, \ldots θ8}，而地理加权回归在数值上仅优化 1 个带宽参数

因此，发现 M-SVC(iii) 足够准确且速度极快。

-->
<h2 id="6-实证研究">6 实证研究</h2>
<p>作为说明，地理加权回归和 M-SVC(3) 应用于 2010 年东京都市区官方评估的住宅地价数据（<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi><mo>=</mo><mn>7</mn><mo separator="true">,</mo><mn>679</mn></mrow><annotation encoding="application/x-tex">N = 7,679</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8389em;vertical-align:-0.1944em;"></span><span class="mord">7</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">679</span></span></span></span>）。响应变量是对数土地价格 [JPY/m2]。协变量是到最近的火车站的距离 (<code>Station_d</code>) [km]、到东京火车站的距离 (<code>Tokyo_d</code>) [km]、1 公里网格中的绿地份额 (<code>Green</code>) 和预期的洪水深度 (<code>Flood</code>) [m]。这些数据来自日本 MLIT 提供的国家土地数值信息下载服务 (<a target="_blank" rel="noopener" href="http://nlftp.mlit.go.jp/ksj-e/index.html">http://nlftp.mlit.go.jp/ksj-e/index.html</a>)。</p>
<p><code>图 15</code> 绘制了估计的系数（空间变化截距除外）。地理加权回归的估计用了 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>721</mn></mrow><annotation encoding="application/x-tex">721</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">721</span></span></span></span> 秒，而 M-SVC 方法用了 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>241</mn></mrow><annotation encoding="application/x-tex">241</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">241</span></span></span></span> 秒。使用地理加权回归估计的空间变系数具有相似的空间模式尺度。相比之下，使用 M-SVC 方法估计的空间变系数的空间模式具有相当不同的尺度；具体而言，<code>Tokyo_d</code> 的空间变系数具有大尺度空间格局，<code>Forest</code> 的空间变系数具有中等尺度的格局，<code>Station_d</code> 和 <code>Flood</code> 的空间变系数具有小尺度的格局。 <code>Tokyo_d</code> 的空间变系数在东京市中心和大都市区北部有很大的负值；这表明东京的可达性促进了城市化，尤其是在北部。 <code>Station_d</code> 的系数表明，车站可达性与郊区住宅区的土地价格具有更强的负相关关系。由于 <code>Tokyo_d</code> 和 <code>Station_d</code> 可被视为可访问性的全局和局部度量，因此这些空间变系数估计中的大尺度和小尺度空间模式在直觉上是合理的。森林的空间变系数表明绿地在郊区非城市地区具有很强的负相关关系。最后，洪水的空间变系数在荒川河周围有更强的负相关关系，荒川河是该地区的主要河流。这表明洪水风险已适当反映在荒川沿海地区的土地价格中。相比之下，地理加权回归估计似乎更难解释，因为它们在空间变系数中的规模相同。</p>
<p>总之，M-SVC 方法提供了多尺度空间变系数的合理估计。</p>
<p><img src="https://xishansnowblog.oss-cn-beijing.aliyuncs.com/images/images/stats-20221215165725-09d3.webp" alt="Figure15"></p>
<blockquote>
<p>图 15：估计的 SVC。洪水子图中显示了主要河道。</p>
</blockquote>
<h2 id="7-总结">7 总结</h2>
<p>虽然大空间数据建模是近期的热门话题，但涉及变系数建模的相关讨论却相当有限。鉴于此背景，本研究开发了一种快速 M-SVC 方法来估计多尺度空间变系数模型。我们使用 (1) 降阶、(2) 预压缩和 (3) 顺序估计来实现计算效率。蒙特卡洛模拟实验证实了我们方法的估计精度和计算效率。本文方法在相对较短的时间内估计空间变系数模型，无需应用任何并行计算。换句话说，本文方法不需要高性能计算环境。</p>
<p><strong>（1）可并行性</strong></p>
<p>然而，<code>步骤 (1)</code> 很容易并行化，类似于其他基于 Nystrom 扩展的特征近似方法（参见 Li 等，2015 <sup class="refplus-num"><a href="#ref-Li2015">[37]</a></sup>）。<code>步骤（2）</code> 也是如此，它只是简单地计算内积。尽管并行化顺序估计 <code>步骤 (3)</code> 可能比较困难，但其计算成本已经与 <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>N</mi></mrow><annotation encoding="application/x-tex">N</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span> 无关。因此，我们方法的并行化允许更快地估计多尺度空间变系数模型，并将此处总结的结果扩展到数百万个样本。</p>
<p><strong>（2）缺点</strong></p>
<p>本文方法的一个缺点是它无法对精细尺度的空间变化进行建模，如 <code>图 13</code> 所示；我们最多只考虑了 <code>200</code> 个对应于大特征值的特征向量，这意味着忽略了其他解释小尺度变化的特征向量。地统计学中报告了低秩空间建模的这种局限性（Stein，2014 <sup class="refplus-num"><a href="#ref-Stein2014">[54]</a></sup>）。解决该问题是未来一个重要的研究课题。幸运的是，已经针对这个问题提出了许多多尺度方法（例如，Sang 和 Huang，2012 年<sup class="refplus-num"><a href="#ref-Sang2012">[51]</a></sup>；Nychika 等，2015 年 <sup class="refplus-num"><a href="#ref-Nychka2015">[49]</a></sup>）。</p>
<p>局部方法比降秩方法（包括本文方法）更适合捕获精细尺度的变化（Stein，2014 <sup class="refplus-num"><a href="#ref-Stein2014">[54]</a></sup>）。在这方面，加速的地理加权回归是估计具有大样本的精细尺度空间变系数的明智方法。考虑到 M-SVC 和多尺度地理加权回归方法的相似估计精度（参见 Murakami 等，2018 年<sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup>），加速多尺度地理加权回归、具有参数特定距离矩阵的地理加权回归（PSDMGWR；Lu 等，2017 年 <sup class="refplus-num"><a href="#ref-Lu2017">[40]</a></sup>），以及其他扩展的地理加权回归，也是开发快速灵活的空间变系数建模方法的有前途的方法。关于快速地理加权回归的研究包括 Harris (2010b) 等<sup class="refplus-num"><a href="#ref-Harris2010b">[31]</a></sup>，Tran 等 (2016) <sup class="refplus-num"><a href="#ref-Tran2016">[57]</a></sup>，和 Lu 等 （2017 年 <sup class="refplus-num"><a href="#ref-Lu2017">[40]</a></sup>；2018 年 <sup class="refplus-num"><a href="#ref-Lu2018">[41]</a></sup>）。</p>
<p>虽然我们开发了一种快速的空间变系数估计方法，但通过写成 <code>式 (7)</code>，同样的方法可能适用于其他混合效应模型，如空间（或非空间）加性模型和多级模型等。将我们的快速估计框架扩展到各种空间回归模型在大空间数据时代将很有价值。</p>
<p>M-SVC 建模方法在 R 包“spmoran”中实现（<a target="_blank" rel="noopener" href="https://cran.r-project.org/web/packages/spmoran/index.html%EF%BC%9B%E5%8F%82%E8%A7%81">https://cran.r-project.org/web/packages/spmoran/index.html；参见</a> Murakami，2018 <sup class="refplus-num"><a href="#ref-Murakami2018">[43]</a></sup>）</p>
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    </article><div class="post-copyright"><div class="post-copyright__author"><span class="post-copyright-meta">文章作者: </span><span class="post-copyright-info"><a href="http://xishansnow.github.io">西山晴雪</a></span></div><div class="post-copyright__type"><span class="post-copyright-meta">文章链接: </span><span class="post-copyright-info"><a href="http://xishansnow.github.io/posts/2773ca0f.html">http://xishansnow.github.io/posts/2773ca0f.html</a></span></div><div class="post-copyright__notice"><span class="post-copyright-meta">版权声明: </span><span class="post-copyright-info">本博客所有文章除特别声明外，均采用 <a href="https://creativecommons.org/licenses/by-nc-sa/4.0/" target="_blank">CC BY-NC-SA 4.0</a> 许可协议。转载请注明来自 <a href="http://xishansnow.github.io" target="_blank">西山晴雪的知识笔记</a>！</span></div></div><div class="tag_share"><div class="post-meta__tag-list"><a class="post-meta__tags" href="/tags/%E7%BB%BC%E8%BF%B0/">综述</a><a class="post-meta__tags" href="/tags/%E7%A9%BA%E9%97%B4%E5%8F%98%E7%B3%BB%E6%95%B0%E6%A8%A1%E5%9E%8B/">空间变系数模型</a><a class="post-meta__tags" href="/tags/%E7%A9%BA%E9%97%B4%E6%BB%A4%E6%B3%A2%E6%96%B9%E6%B3%95/">空间滤波方法</a></div><div class="post_share"><div class="social-share" data-image="/img/003.png" data-sites="facebook,twitter,wechat,weibo,qq"></div><link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/butterfly-extsrc/sharejs/dist/css/share.min.css" media="print" onload="this.media='all'"><script src="https://cdn.jsdelivr.net/npm/butterfly-extsrc/sharejs/dist/js/social-share.min.js" defer></script></div></div><nav class="pagination-post" id="pagination"><div class="prev-post pull-left"><a href="/posts/8a2a3678.html"><img class="prev-cover" src="/img/coffe_12.png" onerror="onerror=null;src='/img/404.jpg'" alt="cover of previous post"><div class="pagination-info"><div class="label">上一篇</div><div class="prev_info">利用变分高斯过程学习空间模式</div></div></a></div><div class="next-post pull-right"><a href="/posts/b6cef99d.html"><img class="next-cover" src="/img/book_20.png" onerror="onerror=null;src='/img/404.jpg'" alt="cover of next post"><div class="pagination-info"><div class="label">下一篇</div><div class="next_info">艺术、地理信息和数学之间存在惊人的接口</div></div></a></div></nav><div class="relatedPosts"><div class="headline"><i class="fas fa-thumbs-up fa-fw"></i><span>相关推荐</span></div><div class="relatedPosts-list"><div><a href="/posts/d99f4eaf.html" title="空间滤波方法"><img class="cover" src="/img/coffe_04.png" alt="cover"><div class="content is-center"><div class="date"><i class="far fa-calendar-alt fa-fw"></i> 2022-12-01</div><div class="title">空间滤波方法</div></div></a></div><div><a href="/posts/d83929a0.html" title="基于空间滤波方法的机器学习模型"><img class="cover" src="/img/book_13.png" alt="cover"><div class="content is-center"><div class="date"><i class="far fa-calendar-alt fa-fw"></i> 2022-12-08</div><div class="title">基于空间滤波方法的机器学习模型</div></div></a></div><div><a href="/posts/d603dce7.html" title="空间异质性类型及检验方法"><img class="cover" src="/img/book_12.png" alt="cover"><div class="content is-center"><div class="date"><i class="far fa-calendar-alt fa-fw"></i> 2022-12-07</div><div class="title">空间异质性类型及检验方法</div></div></a></div><div><a href="/posts/2c6ed7d4.html" title="空间局部化思维对于统计和社会的重要性"><img class="cover" src="/img/coffe_08.png" alt="cover"><div class="content is-center"><div class="date"><i class="far fa-calendar-alt fa-fw"></i> 2022-05-28</div><div class="title">空间局部化思维对于统计和社会的重要性</div></div></a></div><div><a href="/posts/42cfdcdb.html" title="空间变系数过程模型"><img class="cover" src="/img/coffe_01.png" alt="cover"><div class="content is-center"><div class="date"><i class="far fa-calendar-alt fa-fw"></i> 2022-11-20</div><div class="title">空间变系数过程模型</div></div></a></div><div><a href="/posts/91b7308b.html" title="spBayes--贝叶斯空间变系数模型的 R 软件包"><img class="cover" src="/img/002.png" alt="cover"><div class="content is-center"><div class="date"><i class="far fa-calendar-alt fa-fw"></i> 2022-12-08</div><div class="title">spBayes--贝叶斯空间变系数模型的 R 软件包</div></div></a></div></div></div></div><div class="aside-content" id="aside-content"><div class="sticky_layout"><div class="card-widget" id="card-toc"><div class="item-headline"><i class="fas fa-stream"></i><span>目录</span><span class="toc-percentage"></span></div><div class="toc-content"><ol class="toc"><li class="toc-item toc-level-2"><a class="toc-link" href="#1-%E5%AF%BC%E8%A8%80"><span class="toc-text">1. 导言</span></a></li><li class="toc-item toc-level-2"><a class="toc-link" href="#2-SVC-%E5%BB%BA%E6%A8%A1%E6%96%B9%E6%B3%95"><span class="toc-text">2. SVC 建模方法</span></a></li><li class="toc-item toc-level-2"><a class="toc-link" href="#3-%E8%8E%AB%E5%85%B0%E7%89%B9%E5%BE%81%E5%90%91%E9%87%8F%E7%A9%BA%E9%97%B4%E5%8F%98%E7%B3%BB%E6%95%B0-M-SVC-%E5%BB%BA%E6%A8%A1"><span class="toc-text">3  莫兰特征向量空间变系数(M-SVC) 建模</span></a><ol class="toc-child"><li class="toc-item toc-level-3"><a class="toc-link" href="#3-1-%E6%A8%A1%E5%9E%8B"><span class="toc-text">3.1 模型</span></a></li><li class="toc-item toc-level-3"><a class="toc-link" href="#3-2-%E5%8F%82%E6%95%B0%E4%BC%B0%E8%AE%A1"><span class="toc-text">3.2.参数估计</span></a></li></ol></li><li class="toc-item toc-level-2"><a class="toc-link" href="#4-%E5%BF%AB%E9%80%9F-M-SVC-%E5%BB%BA%E6%A8%A1"><span class="toc-text">4. 快速 M-SVC 建模</span></a><ol class="toc-child"><li class="toc-item toc-level-3"><a class="toc-link" href="#4-1-%E5%BB%BA%E6%A8%A1"><span class="toc-text">4.1 建模</span></a></li><li class="toc-item toc-level-3"><a class="toc-link" href="#4-2-%E4%BC%B0%E8%AE%A1"><span class="toc-text">4.2 估计</span></a><ol class="toc-child"><li class="toc-item toc-level-4"><a class="toc-link" href="#4-2-1-%E4%BB%8E%E4%BC%BC%E7%84%B6%E5%87%BD%E6%95%B0%E4%B8%AD%E6%B6%88%E9%99%A4%E2%80%9CN%E2%80%9D"><span class="toc-text">4.2.1 从似然函数中消除“N”</span></a></li><li class="toc-item toc-level-4"><a class="toc-link" href="#4-2-2-%E9%A1%BA%E5%BA%8F%E4%BC%BC%E7%84%B6%E6%9C%80%E5%A4%A7%E5%8C%96"><span class="toc-text">4.2.2 顺序似然最大化</span></a></li></ol></li><li class="toc-item toc-level-3"><a class="toc-link" href="#4-3-%E6%80%BB%E7%BB%93"><span class="toc-text">4.3 总结</span></a></li></ol></li><li class="toc-item toc-level-2"><a class="toc-link" href="#5-%E8%92%99%E7%89%B9%E5%8D%A1%E6%B4%9B%E6%A8%A1%E6%8B%9F%E5%AE%9E%E9%AA%8C"><span class="toc-text">5  蒙特卡洛模拟实验</span></a><ol class="toc-child"><li class="toc-item toc-level-3"><a class="toc-link" href="#5-1-%E4%BD%BF%E7%94%A8%E7%9B%B8%E5%AF%B9%E8%BE%83%E5%B0%8F%E7%9A%84%E6%A0%B7%E6%9C%AC%E8%BF%9B%E8%A1%8C%E6%A8%A1%E6%8B%9F-N-%E2%89%A4-4-000"><span class="toc-text">5.1 使用相对较小的样本进行模拟 (N ≤ 4,000)</span></a></li></ol></li><li class="toc-item toc-level-2"><a class="toc-link" href="#6-%E5%AE%9E%E8%AF%81%E7%A0%94%E7%A9%B6"><span class="toc-text">6 实证研究</span></a></li><li class="toc-item toc-level-2"><a class="toc-link" href="#7-%E6%80%BB%E7%BB%93"><span class="toc-text">7 总结</span></a></li><li class="toc-item toc-level-2"><a class="toc-link" href="#%E5%8F%82%E8%80%83%E6%96%87%E7%8C%AE"><span class="toc-text">参考文献</span></a></li></ol></div></div></div></div></main><footer id="footer"><div id="footer-wrap"><div class="copyright">&copy;2020 - 2023 By 西山晴雪</div><div class="framework-info"><span>框架 </span><a target="_blank" rel="noopener" href="https://hexo.io">Hexo</a><span class="footer-separator">|</span><span>主题 </span><a target="_blank" rel="noopener" href="https://github.com/jerryc127/hexo-theme-butterfly">Butterfly</a></div></div></footer></div><div id="rightside"><div id="rightside-config-hide"><button id="readmode" type="button" title="阅读模式"><i class="fas fa-book-open"></i></button><button id="translateLink" type="button" title="简繁转换">繁</button><button id="darkmode" type="button" title="浅色和深色模式转换"><i class="fas fa-adjust"></i></button><button id="hide-aside-btn" type="button" title="单栏和双栏切换"><i class="fas fa-arrows-alt-h"></i></button></div><div id="rightside-config-show"><button id="rightside_config" type="button" title="设置"><i class="fas fa-cog fa-spin"></i></button><button class="close" id="mobile-toc-button" type="button" title="目录"><i class="fas fa-list-ul"></i></button><button id="go-up" type="button" title="回到顶部"><i class="fas fa-arrow-up"></i></button></div></div><div id="algolia-search"><div class="search-dialog"><nav class="search-nav"><span class="search-dialog-title">搜索</span><button class="search-close-button"><i class="fas fa-times"></i></button></nav><div class="search-wrap"><div id="algolia-search-input"></div><hr/><div id="algolia-search-results"><div id="algolia-hits"></div><div id="algolia-pagination"></div><div id="algolia-info"><div class="algolia-stats"></div><div class="algolia-poweredBy"></div></div></div></div></div><div id="search-mask"></div></div><div><script src="/js/utils.js"></script><script src="/js/main.js"></script><script src="/js/tw_cn.js"></script><script src="https://cdn.jsdelivr.net/npm/@fancyapps/ui/dist/fancybox.umd.min.js"></script><script>function panguFn () {
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